Soc. Generale Put 900 AEX 20.12.2024
/ DE000SY0SFM5
Soc. Generale Put 900 AEX 20.12.2.../ DE000SY0SFM5 /
| 2024-11-12 9:15:14 AM |
Chg.+0.30 |
Bid8:47:33 PM |
Ask8:47:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+24.79% |
1.77
Bid Size: 15,000 |
1.78
Ask Size: 15,000 |
- |
900.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SY0SFM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-12-20 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-33.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.11 |
| Parity: |
1.09 |
| Time value: |
0.24 |
| Break-even: |
873.40 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.68 |
| Theta: |
-0.13 |
| Omega: |
-22.44 |
| Rho: |
-0.65 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.09% |
| 1 Month |
|
|
+73.56% |
| 3 Months |
|
|
-12.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.21 |
| 1M High / 1M Low: |
1.58 |
0.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
