Soc. Generale Put 80 SRE 20.09.2024
/ DE000SY0ATF8
Soc. Generale Put 80 SRE 20.09.20.../ DE000SY0ATF8 /
| 2024-05-31 9:46:14 PM |
Chg.-0.160 |
Bid9:58:28 PM |
Ask9:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-25.40% |
0.440
Bid Size: 9,000 |
0.450
Ask Size: 9,000 |
Sempra |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0ATF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sempra |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.27 |
| Time value: |
0.17 |
| Break-even: |
69.34 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-9.14 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.500 |
| High: |
0.590 |
| Low: |
0.470 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.84% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.450 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| 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: |
|
- |
