Soc. Generale Put 160 FI 20.09.2024
/ DE000SY0AP99
Soc. Generale Put 160 FI 20.09.20.../ DE000SY0AP99 /
| 2024-05-27 1:15:18 PM |
Chg.-0.050 |
Bid1:52:19 PM |
Ask1:52:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-4.67% |
1.020
Bid Size: 3,000 |
1.120
Ask Size: 3,000 |
Fiserv |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0AP9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-12.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
0.89 |
| Time value: |
0.19 |
| Break-even: |
136.71 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
-0.64 |
| Theta: |
-0.02 |
| Omega: |
-8.27 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.960 |
| High: |
1.040 |
| Low: |
0.960 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.99% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.900 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.006 |
| 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: |
|
- |
