Soc. Generale Put 920 AEX 21.03.2025
/ DE000SY0A704
Soc. Generale Put 920 AEX 21.03.2.../ DE000SY0A704 /
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: |
|
- |