Soc. Generale Put 95 BSI 20.09.2024
/ DE000SY6M6L0
Soc. Generale Put 95 BSI 20.09.20.../ DE000SY6M6L0 /
8/23/2024 10:42:19 AM |
Chg.+0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+40.00% |
- Bid Size: - |
- Ask Size: - |
BE SEMICON.INDSINH.E... |
95.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
SY6M6L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BE SEMICON.INDSINH.EO-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/5/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-170.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.46 |
Parity: |
-4.91 |
Time value: |
0.14 |
Break-even: |
94.30 |
Moneyness: |
0.79 |
Premium: |
0.21 |
Premium p.a.: |
12.34 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
-0.07 |
Theta: |
-0.05 |
Omega: |
-12.38 |
Rho: |
-0.01 |
Quote data
Open: |
0.130 |
High: |
0.140 |
Low: |
0.130 |
Previous Close: |
0.100 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.100 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |