Soc. Generale Put 80 NDA 20.06.2025
/ DE000SY2CCG4
Soc. Generale Put 80 NDA 20.06.20.../ DE000SY2CCG4 /
| 7/16/2024 11:12:03 AM |
Chg.+0.13 |
Bid12:08:13 PM |
Ask12:08:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+11.11% |
1.27
Bid Size: 10,000 |
1.28
Ask Size: 10,000 |
AURUBIS AG |
80.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
SY2CCG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
6/27/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
0.20 |
| Time value: |
0.99 |
| Break-even: |
68.20 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-2.73 |
| Rho: |
-0.41 |
Quote data
| Open: |
1.26 |
| High: |
1.30 |
| Low: |
1.26 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
1.12 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
