Soc. Generale Put 56 PYPL 17.01.2025
/ DE000SU5N5B1
Soc. Generale Put 56 PYPL 17.01.2.../ DE000SU5N5B1 /
| 2024-06-04 5:57:08 PM |
Chg.0.000 |
Bid6:26:26 PM |
Ask6:26:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
0.300
Bid Size: 500,000 |
0.310
Ask Size: 500,000 |
PayPal Holdings Inc |
56.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SU5N5B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PayPal Holdings Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
56.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.68 |
| Time value: |
0.31 |
| Break-even: |
48.24 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
-0.26 |
| Theta: |
-0.01 |
| Omega: |
-4.83 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.300 |
| High: |
0.310 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
-43.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.360 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
0.700 |
| Low (YTD): |
2024-05-20 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
