Soc. Generale Put 640 TMO 18.10.2024
/ DE000SY7K3U9
Soc. Generale Put 640 TMO 18.10.2.../ DE000SY7K3U9 /
9/27/2024 9:57:08 AM |
Chg.-0.480 |
Bid10:16:46 AM |
Ask10:16:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.840EUR |
-20.69% |
1.900 Bid Size: 1,600 |
2.640 Ask Size: 1,600 |
Thermo Fisher Scient... |
640.00 USD |
10/18/2024 |
Put |
Master data
WKN: |
SY7K3U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Thermo Fisher Scientific Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
640.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
8/20/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-23.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.10 |
Intrinsic value: |
1.85 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
1.85 |
Time value: |
0.49 |
Break-even: |
549.21 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.08 |
Spread %: |
3.54% |
Delta: |
-0.69 |
Theta: |
-0.23 |
Omega: |
-16.45 |
Rho: |
-0.23 |
Quote data
Open: |
1.780 |
High: |
1.840 |
Low: |
1.780 |
Previous Close: |
2.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-27.84% |
1 Month |
|
|
-48.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.800 |
2.320 |
1M High / 1M Low: |
3.800 |
2.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.860 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.941 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
350.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |