Soc. Generale Put 900 RAA 20.12.2024
/ DE000SY61RD7
Soc. Generale Put 900 RAA 20.12.2.../ DE000SY61RD7 /
| 2024-11-07 9:40:47 PM |
Chg.+0.090 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+20.45% |
0.520
Bid Size: 5,800 |
0.610
Ask Size: 5,800 |
RATIONAL AG |
900.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SY61RD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.13 |
| Time value: |
0.39 |
| Break-even: |
849.00 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.07 |
| Spread %: |
15.91% |
| Delta: |
-0.51 |
| Theta: |
-0.49 |
| Omega: |
-8.80 |
| Rho: |
-0.59 |
Quote data
| Open: |
0.530 |
| High: |
0.890 |
| Low: |
0.470 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.24% |
| 1 Month |
|
|
-3.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.370 |
| 1M High / 1M Low: |
0.550 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
