Soc. Generale Put 750 AVS 20.09.2024
/ DE000SY14DS4
Soc. Generale Put 750 AVS 20.09.2.../ DE000SY14DS4 /
| 9/6/2024 8:57:00 AM |
Chg.+0.17 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.92EUR |
+4.53% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
750.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SY14DS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
750.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
4.32 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.39 |
| Parity: |
4.32 |
| Time value: |
0.07 |
| Break-even: |
530.50 |
| Moneyness: |
1.41 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.16 |
| Spread %: |
3.78% |
| Delta: |
-0.92 |
| Theta: |
-0.65 |
| Omega: |
-2.23 |
| Rho: |
-0.25 |
Quote data
| Open: |
3.92 |
| High: |
3.92 |
| Low: |
3.92 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.05% |
| 1 Month |
|
|
+13.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.92 |
2.63 |
| 1M High / 1M Low: |
3.92 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
