Soc. Generale Put 45 STA2 21.03.2025
/ DE000SY1U3L2
Soc. Generale Put 45 STA2 21.03.2.../ DE000SY1U3L2 /
| 1/10/2025 6:08:39 PM |
Chg.+0.020 |
Bid6:14:40 PM |
Ask6:14:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+1.32% |
1.530
Bid Size: 4,000 |
1.580
Ask Size: 4,000 |
STABILUS SE |
45.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
SY1U3L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STABILUS SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.33 |
| Parity: |
1.43 |
| Time value: |
0.14 |
| Break-even: |
29.30 |
| Moneyness: |
1.47 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
3.29% |
| Delta: |
-0.75 |
| Theta: |
-0.03 |
| Omega: |
-1.46 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.510 |
| High: |
1.540 |
| Low: |
1.500 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.75% |
| 1 Month |
|
|
+28.33% |
| 3 Months |
|
|
+60.42% |
| YTD |
|
|
+1.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.490 |
| 1M High / 1M Low: |
1.640 |
1.200 |
| 6M High / 6M Low: |
1.640 |
0.500 |
| High (YTD): |
1/3/2025 |
1.600 |
| Low (YTD): |
1/6/2025 |
1.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.986 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.57% |
| Volatility 6M: |
|
103.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |