Soc. Generale Put 760 AEX 19.12.2.../  DE000SY7PP20  /

EUWAX
11/8/2024  9:31:52 AM Chg.-0.050 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.950EUR -5.00% -
Bid Size: -
-
Ask Size: -
- 760.00 EUR 12/19/2025 Put
 

Master data

WKN: SY7PP2
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 760.00 EUR
Maturity: 12/19/2025
Issue date: 8/22/2024
Last trading day: 12/19/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: -46.73
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.12
Parity: -5.93
Time value: 0.94
Break-even: 741.20
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.08%
Delta: -0.17
Theta: -0.04
Omega: -7.97
Rho: -1.88
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.84%
1 Month
  -2.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.950
1M High / 1M Low: 1.090 0.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.996
Avg. volume 1W:   0.000
Avg. price 1M:   0.979
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -