Soc. Generale Put 90 PM 17.01.2025
/ DE000SY01BE5
Soc. Generale Put 90 PM 17.01.202.../ DE000SY01BE5 /
| 15/08/2024 10:03:44 |
Chg.+0.018 |
Bid11:10:01 |
Ask11:10:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
+37.50% |
0.061
Bid Size: 10,000 |
0.087
Ask Size: 10,000 |
Philip Morris Intern... |
90.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY01BE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-139.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
-2.54 |
| Time value: |
0.08 |
| Break-even: |
81.25 |
| Moneyness: |
0.76 |
| Premium: |
0.24 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.01 |
| Spread %: |
14.93% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-9.91 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.00% |
| 1 Month |
|
|
-56.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.048 |
| 1M High / 1M Low: |
0.150 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
