Soc. Generale Put 920 AEX 21.03.2.../  DE000SY0A704  /

EUWAX
12/11/2024  09:33:58 Chg.+0.28 Bid20:24:54 Ask20:24:54 Underlying Strike price Expiration date Option type
2.56EUR +12.28% 2.81
Bid Size: 9,000
2.82
Ask Size: 9,000
- 920.00 EUR 21/03/2025 Put
 

Master data

WKN: SY0A70
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 920.00 EUR
Maturity: 21/03/2025
Issue date: 13/05/2024
Last trading day: 21/03/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: -18.37
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.09
Implied volatility: 0.14
Historic volatility: 0.11
Parity: 2.09
Time value: 0.30
Break-even: 872.20
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.65
Theta: -0.05
Omega: -11.99
Rho: -2.19
 

Quote data

Open: 2.56
High: 2.56
Low: 2.56
Previous Close: 2.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.94%
1 Month  
+59.01%
3 Months  
+1.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.39 1.91
1M High / 1M Low: 2.56 1.43
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.26
Avg. volume 1W:   0.00
Avg. price 1M:   2.05
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -