Soc. Generale Put 80 ON 17.01.2025
/ DE000SY01AZ2
Soc. Generale Put 80 ON 17.01.202.../ DE000SY01AZ2 /
| 2024-12-20 8:33:58 AM |
Chg.+0.11 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+8.09% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
80.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY01AZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.43 |
| Parity: |
1.39 |
| Time value: |
0.04 |
| Break-even: |
62.41 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
-0.88 |
| Theta: |
-0.03 |
| Omega: |
-3.86 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.55% |
| 1 Month |
|
|
+27.83% |
| 3 Months |
|
|
+47.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.16 |
| 1M High / 1M Low: |
1.47 |
0.75 |
| 6M High / 6M Low: |
1.68 |
0.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.26% |
| Volatility 6M: |
|
180.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
