Soc. Generale Put 80 OEWA 20.12.2024
/ DE000SY1ECT5
Soc. Generale Put 80 OEWA 20.12.2.../ DE000SY1ECT5 /
| 05/08/2024 08:49:25 |
Chg.+0.020 |
Bid18:52:33 |
Ask18:52:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+2.30% |
0.990
Bid Size: 3,100 |
1.040
Ask Size: 3,100 |
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: |
-9.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.46 |
| Time value: |
0.35 |
| Break-even: |
71.90 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
5.19% |
| Delta: |
-0.55 |
| Theta: |
-0.02 |
| Omega: |
-5.12 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.23% |
| 1 Month |
|
|
+17.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.830 |
| 1M High / 1M Low: |
0.970 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
