Soc. Generale Put 750 URI 20.09.2024
/ DE000SY0AT61
Soc. Generale Put 750 URI 20.09.2.../ DE000SY0AT61 /
| 2024-07-05 9:35:14 PM |
Chg.+1.710 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.350EUR |
+17.74% |
11.350
Bid Size: 500 |
11.510
Ask Size: 500 |
United Rentals |
750.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0AT6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
750.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.81 |
| Intrinsic value: |
10.71 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
10.71 |
| Time value: |
0.96 |
| Break-even: |
575.22 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.16 |
| Spread %: |
1.39% |
| Delta: |
-0.76 |
| Theta: |
-0.18 |
| Omega: |
-3.81 |
| Rho: |
-1.17 |
Quote data
| Open: |
9.420 |
| High: |
11.630 |
| Low: |
9.320 |
| Previous Close: |
9.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.51% |
| 1 Month |
|
|
-5.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.350 |
9.640 |
| 1M High / 1M Low: |
13.170 |
9.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
