Soc. Generale Put 60 NDA 20.06.2025
/ DE000SY2CCE9
Soc. Generale Put 60 NDA 20.06.20.../ DE000SY2CCE9 /
10/18/2024 9:39:23 PM |
Chg.-0.020 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-3.70% |
0.520 Bid Size: 5,800 |
0.530 Ask Size: 5,800 |
AURUBIS AG |
60.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
SY2CCE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.34 |
Parity: |
-0.78 |
Time value: |
0.53 |
Break-even: |
54.70 |
Moneyness: |
0.89 |
Premium: |
0.19 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.92% |
Delta: |
-0.28 |
Theta: |
-0.01 |
Omega: |
-3.62 |
Rho: |
-0.16 |
Quote data
Open: |
0.510 |
High: |
0.520 |
Low: |
0.490 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
+23.81% |
3 Months |
|
|
+1.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.520 |
1M High / 1M Low: |
0.740 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.596 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |