Soc. Generale Put 35 AMP 20.06.2024
/ DE000SY0A7E3
Soc. Generale Put 35 AMP 20.06.20.../ DE000SY0A7E3 /
| 2024-05-29 9:55:08 AM |
Chg.+0.010 |
Bid2:02:45 PM |
Ask2:02:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.150
Bid Size: 25,000 |
0.160
Ask Size: 25,000 |
AMPLIFON |
35.00 EUR |
2024-06-20 |
Put |
Master data
| WKN: |
SY0A7E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AMPLIFON |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-19.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.12 |
| Time value: |
0.05 |
| Break-even: |
33.30 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-13.10 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.05% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.182 |
| 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: |
|
- |
