Soc. Generale Put 80 NDA 21.03.2025
/ DE000SY0N517
Soc. Generale Put 80 NDA 21.03.20.../ DE000SY0N517 /
| 1/10/2025 4:12:14 PM |
Chg.+0.120 |
Bid4:55:19 PM |
Ask4:55:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+13.48% |
1.010
Bid Size: 8,000 |
1.030
Ask Size: 8,000 |
AURUBIS AG |
80.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
SY0N51 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.37 |
| Parity: |
0.65 |
| Time value: |
0.27 |
| Break-even: |
70.80 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
-0.63 |
| Theta: |
-0.03 |
| Omega: |
-5.04 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.880 |
| High: |
1.010 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.49% |
| 1 Month |
|
|
+68.33% |
| 3 Months |
|
|
-41.28% |
| YTD |
|
|
+32.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.710 |
| 1M High / 1M Low: |
0.890 |
0.550 |
| 6M High / 6M Low: |
1.950 |
0.550 |
| High (YTD): |
1/9/2025 |
0.890 |
| Low (YTD): |
1/6/2025 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.253 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.96% |
| Volatility 6M: |
|
136.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |