Soc. Generale Put 100 LRCX 21.03.2025
/ DE000SY0NTN5
Soc. Generale Put 100 LRCX 21.03..../ DE000SY0NTN5 /
| 1/23/2025 9:40:55 PM |
Chg.+0.220 |
Bid9:59:08 PM |
Ask9:59:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+13.25% |
1.860
Bid Size: 4,000 |
1.870
Ask Size: 4,000 |
Lam Research Corpora... |
100.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SY0NTN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.41 |
| Parity: |
1.61 |
| Time value: |
0.09 |
| Break-even: |
79.08 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
-0.82 |
| Theta: |
-0.03 |
| Omega: |
-3.84 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.680 |
| High: |
1.930 |
| Low: |
1.670 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.39% |
| 1 Month |
|
|
-26.56% |
| 3 Months |
|
|
-29.59% |
| YTD |
|
|
-25.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.660 |
| 1M High / 1M Low: |
2.700 |
1.660 |
| 6M High / 6M Low: |
2.890 |
1.280 |
| High (YTD): |
1/2/2025 |
2.700 |
| Low (YTD): |
1/22/2025 |
1.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.76% |
| Volatility 6M: |
|
136.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |