Soc. Generale Put 9 WBA 17.01.2025
/ DE000SY77VU9
Soc. Generale Put 9 WBA 17.01.202.../ DE000SY77VU9 /
| 9/6/2024 9:39:37 PM |
Chg.+0.030 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+2.13% |
1.410
Bid Size: 4,000 |
1.420
Ask Size: 4,000 |
Walgreens Boots Alli... |
9.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SY77VU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/3/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.41 |
| Parity: |
0.21 |
| Time value: |
1.21 |
| Break-even: |
6.70 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-2.37 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.350 |
| High: |
1.460 |
| Low: |
1.330 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
