Soc. Generale Put 640 SNPS 20.09.2024
/ DE000SY2TUH8
Soc. Generale Put 640 SNPS 20.09..../ DE000SY2TUH8 /
30/08/2024 09:37:04 |
Chg.-1.26 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
9.76EUR |
-11.43% |
- Bid Size: - |
- Ask Size: - |
Synopsys Inc |
640.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SY2TUH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Synopsys Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
640.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
08/07/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.90 |
Intrinsic value: |
10.90 |
Implied volatility: |
0.65 |
Historic volatility: |
0.28 |
Parity: |
10.90 |
Time value: |
0.20 |
Break-even: |
468.33 |
Moneyness: |
1.23 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.29 |
Spread %: |
2.68% |
Delta: |
-0.90 |
Theta: |
-0.26 |
Omega: |
-3.82 |
Rho: |
-0.29 |
Quote data
Open: |
9.76 |
High: |
9.76 |
Low: |
9.76 |
Previous Close: |
11.02 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.18% |
1 Month |
|
|
+1.77% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.02 |
8.02 |
1M High / 1M Low: |
14.77 |
6.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |