Soc. Generale Put 80 OEWA 20.12.2024
/ DE000SY1ECT5
Soc. Generale Put 80 OEWA 20.12.2.../ DE000SY1ECT5 /
| 10/07/2024 12:09:03 |
Chg.+0.010 |
Bid12:52:19 |
Ask12:52:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+1.23% |
0.820
Bid Size: 10,000 |
0.840
Ask Size: 10,000 |
VERBUND AG INH... |
80.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SY1ECT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
06/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
0.46 |
| Break-even: |
71.60 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-4.63 |
| Rho: |
-0.21 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.810 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.710 |
| 1M High / 1M Low: |
1.010 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
