Soc. Generale Put 80 NDAQ 17.01.2.../  DE000SY9DTL1  /

Frankfurt Zert./SG
12/23/2024  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 1/17/2025 Put
 

Master data

WKN: SY9DTL
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 1/17/2025
Issue date: 9/6/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.47
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.10
Implied volatility: 0.34
Historic volatility: 0.17
Parity: 0.10
Time value: 0.21
Break-even: 73.81
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 3.33%
Delta: -0.54
Theta: -0.05
Omega: -13.15
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:   -