Soc. Generale Put 80 NDAQ 17.01.2025
/ DE000SY9DTL1
Soc. Generale Put 80 NDAQ 17.01.2.../ DE000SY9DTL1 /
| 2024-12-23 9:40:08 PM |
Chg.-0.030 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-9.38% |
0.300
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
Nasdaq Inc |
80.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY9DTL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-09-06 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.20 |
| Time value: |
0.11 |
| Break-even: |
73.79 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.63 |
| Theta: |
-0.04 |
| Omega: |
-15.15 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.340 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
+31.82% |
| 3 Months |
|
|
-59.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
0.350 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.325 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
