Soc. Generale Put 80 NDA 19.09.2025
/ DE000SJ6AM30
Soc. Generale Put 80 NDA 19.09.20.../ DE000SJ6AM30 /
| 2024-12-20 9:40:27 PM |
Chg.+0.050 |
Bid2024-12-20 |
Ask2024-12-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+4.42% |
1.180
Bid Size: 2,600 |
1.200
Ask Size: 2,600 |
AURUBIS AG |
80.00 EUR |
2025-09-19 |
Put |
Master data
| WKN: |
SJ6AM3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-11-22 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.37 |
| Parity: |
0.21 |
| Time value: |
0.98 |
| Break-even: |
68.10 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-2.82 |
| Rho: |
-0.34 |
Quote data
| Open: |
1.120 |
| High: |
1.210 |
| Low: |
1.120 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.27% |
| 1 Month |
|
|
-7.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.130 |
| 1M High / 1M Low: |
1.440 |
0.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
