Soc. Generale Put 40 ML 20.06.2025
/ DE000SY1NLL4
Soc. Generale Put 40 ML 20.06.202.../ DE000SY1NLL4 /
| 24/01/2025 21:40:19 |
Chg.-0.030 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-3.95% |
0.730
Bid Size: 6,000 |
0.750
Ask Size: 6,000 |
Cie Generale des Eta... |
40.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
SY1NLL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
12/06/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
0.63 |
| Time value: |
0.12 |
| Break-even: |
32.50 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-3.05 |
| Rho: |
-0.12 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.730 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.59% |
| 1 Month |
|
|
-17.05% |
| 3 Months |
|
|
-23.16% |
| YTD |
|
|
-17.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.730 |
| 1M High / 1M Low: |
0.980 |
0.730 |
| 6M High / 6M Low: |
1.010 |
0.470 |
| High (YTD): |
10/01/2025 |
0.980 |
| Low (YTD): |
24/01/2025 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.760 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.753 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.52% |
| Volatility 6M: |
|
80.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |