Soc. Generale Put 260 ADI 21.03.2025
/ DE000SY77QS3
Soc. Generale Put 260 ADI 21.03.2.../ DE000SY77QS3 /
| 23/01/2025 08:24:56 |
Chg.-0.17 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.42EUR |
-4.74% |
-
Bid Size: - |
-
Ask Size: - |
Analog Devices Inc |
260.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SY77QS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
03/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
3.45 |
| Time value: |
0.13 |
| Break-even: |
214.01 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.13% |
| Delta: |
-0.84 |
| Theta: |
-0.05 |
| Omega: |
-5.04 |
| Rho: |
-0.34 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.42 |
| Previous Close: |
3.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.17% |
| 1 Month |
|
|
-22.80% |
| 3 Months |
|
|
-3.93% |
| YTD |
|
|
-17.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.24 |
3.59 |
| 1M High / 1M Low: |
4.66 |
3.59 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
4.66 |
| Low (YTD): |
22/01/2025 |
3.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |