Soc. Generale Put 260 ALGN 21.03.2025
/ DE000SY7ZL06
Soc. Generale Put 260 ALGN 21.03..../ DE000SY7ZL06 /
| 24/01/2025 08:44:05 |
Chg.-0.20 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.14EUR |
-5.99% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
260.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SY7ZL0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.35 |
| Parity: |
2.54 |
| Time value: |
0.85 |
| Break-even: |
213.84 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
2.11% |
| Delta: |
-0.66 |
| Theta: |
-0.14 |
| Omega: |
-4.30 |
| Rho: |
-0.27 |
Quote data
| Open: |
3.14 |
| High: |
3.14 |
| Low: |
3.14 |
| Previous Close: |
3.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.64% |
| 1 Month |
|
|
-36.05% |
| 3 Months |
|
|
-27.15% |
| YTD |
|
|
-37.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
3.14 |
| 1M High / 1M Low: |
5.18 |
3.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
06/01/2025 |
5.18 |
| Low (YTD): |
24/01/2025 |
3.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |