Soc. Generale Put 880 AEX 19.12.2.../  DE000SY7PP53  /

EUWAX
08/11/2024  09:31:52 Chg.-0.13 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
2.53EUR -4.89% -
Bid Size: -
-
Ask Size: -
- 880.00 EUR 19/12/2025 Put
 

Master data

WKN: SY7PP5
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 880.00 EUR
Maturity: 19/12/2025
Issue date: 22/08/2024
Last trading day: 19/12/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: -17.57
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.07
Implied volatility: 0.17
Historic volatility: 0.12
Parity: 0.07
Time value: 2.43
Break-even: 830.00
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.39
Theta: -0.04
Omega: -6.91
Rho: -4.40
 

Quote data

Open: 2.53
High: 2.53
Low: 2.53
Previous Close: 2.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.33%
1 Month  
+9.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.66 2.48
1M High / 1M Low: 2.74 2.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.42
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -