Soc. Generale Put 80 NDA 21.03.2025
/ DE000SY0N517
Soc. Generale Put 80 NDA 21.03.20.../ DE000SY0N517 /
| 13/11/2024 21:37:51 |
Chg.-0.090 |
Bid13/11/2024 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-8.49% |
0.970
Bid Size: 3,100 |
0.990
Ask Size: 3,100 |
AURUBIS AG |
80.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
SY0N51 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
22/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.36 |
| Parity: |
0.40 |
| Time value: |
0.70 |
| Break-even: |
69.00 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
-0.49 |
| Theta: |
-0.03 |
| Omega: |
-3.40 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
0.930 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.30% |
| 1 Month |
|
|
-43.27% |
| 3 Months |
|
|
-45.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.810 |
| 1M High / 1M Low: |
1.840 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
