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Soc. Generale Put 34 ML 20.06.202.../  DE000SY0AA13  /

Frankfurt Zert./SG
24/01/2025  21:50:12 Chg.-0.010 Bid24/01/2025 Ask24/01/2025 Underlying Strike price Expiration date Option type
0.270EUR -3.57% 0.270
Bid Size: 10,000		 0.280
Ask Size: 10,000		 Cie Generale des Eta... 34.00 EUR 20/06/2025 Put
 

Master data

WKN: SY0AA1
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Put
Strike price: 34.00 EUR
Maturity: 20/06/2025
Issue date: 13/05/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.04
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.03
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 0.03
Time value: 0.25
Break-even: 31.20
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.45
Theta: -0.01
Omega: -5.45
Rho: -0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.90%
1 Month
  -28.95%
3 Months
  -40.00%
YTD
  -28.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.450 0.270
6M High / 6M Low: 0.480 0.180
High (YTD): 10/01/2025 0.450
Low (YTD): 24/01/2025 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   0.326
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.88%
Volatility 6M:   120.64%
Volatility 1Y:   -
Volatility 3Y:   -