Soc. Generale Put 750 URI 20.09.2024
/ DE000SY0AT61
Soc. Generale Put 750 URI 20.09.2.../ DE000SY0AT61 /
| 2024-07-26 9:40:54 PM |
Chg.-0.010 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.690EUR |
-0.27% |
3.750
Bid Size: 1,000 |
3.830
Ask Size: 1,000 |
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: |
-17.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-0.20 |
| Time value: |
3.90 |
| Break-even: |
651.88 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.08 |
| Spread %: |
2.09% |
| Delta: |
-0.45 |
| Theta: |
-0.34 |
| Omega: |
-7.96 |
| Rho: |
-0.53 |
Quote data
| Open: |
3.250 |
| High: |
3.690 |
| Low: |
2.860 |
| Previous Close: |
3.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.83% |
| 1 Month |
|
|
-66.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.440 |
3.690 |
| 1M High / 1M Low: |
11.720 |
3.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
