Soc. Generale Put 750 URI 20.09.2.../  DE000SY0AT61  /

Frankfurt Zert./SG
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:   -