Soc. Generale Put 250 ALGN 17.01.2025
/ DE000SY005H5
Soc. Generale Put 250 ALGN 17.01..../ DE000SY005H5 /
| 10/01/2025 13:03:50 |
Chg.-0.010 |
Bid13:29:34 |
Ask13:29:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.280EUR |
-0.30% |
3.270
Bid Size: 1,000 |
3.640
Ask Size: 1,000 |
Align Technology Inc |
250.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY005H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.35 |
| Parity: |
3.36 |
| Time value: |
0.35 |
| Break-even: |
205.70 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.21 |
| Spread %: |
6.00% |
| Delta: |
-0.80 |
| Theta: |
-0.67 |
| Omega: |
-4.49 |
| Rho: |
-0.04 |
Quote data
| Open: |
3.290 |
| High: |
3.320 |
| Low: |
3.120 |
| Previous Close: |
3.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.36% |
| 1 Month |
|
|
+69.95% |
| 3 Months |
|
|
-1.20% |
| YTD |
|
|
-6.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
2.900 |
| 1M High / 1M Low: |
4.000 |
1.700 |
| 6M High / 6M Low: |
5.070 |
1.700 |
| High (YTD): |
02/01/2025 |
4.000 |
| Low (YTD): |
06/01/2025 |
2.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.989 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.182 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.20% |
| Volatility 6M: |
|
174.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |