Soc. Generale Put 70 NDA 20.06.2025
/ DE000SY2CCF6
Soc. Generale Put 70 NDA 20.06.20.../ DE000SY2CCF6 /
7/16/2024 11:12:03 AM |
Chg.+0.080 |
Bid12:08:14 PM |
Ask12:08:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+11.27% |
0.780 Bid Size: 15,000 |
0.790 Ask Size: 15,000 |
AURUBIS AG |
70.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
SY2CCF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-10.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
-0.81 |
Time value: |
0.72 |
Break-even: |
62.80 |
Moneyness: |
0.90 |
Premium: |
0.20 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
1.41% |
Delta: |
-0.29 |
Theta: |
-0.01 |
Omega: |
-3.14 |
Rho: |
-0.28 |
Quote data
Open: |
0.770 |
High: |
0.790 |
Low: |
0.770 |
Previous Close: |
0.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.86% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.680 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |