Soc. Generale Put 16 WBA 21.03.2025
/ DE000SY0NY36
Soc. Generale Put 16 WBA 21.03.20.../ DE000SY0NY36 /
| 1/23/2025 9:46:37 PM |
Chg.-0.100 |
Bid9:59:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.310EUR |
-2.27% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
16.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SY0NY3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.57 |
| Parity: |
4.21 |
| Time value: |
0.17 |
| Break-even: |
10.99 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-2.13 |
| Rho: |
-0.02 |
Quote data
| Open: |
4.350 |
| High: |
4.490 |
| Low: |
4.050 |
| Previous Close: |
4.410 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.85% |
| 1 Month |
|
|
-35.38% |
| 3 Months |
|
|
-33.38% |
| YTD |
|
|
-31.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.770 |
3.220 |
| 1M High / 1M Low: |
6.830 |
3.220 |
| 6M High / 6M Low: |
7.490 |
3.220 |
| High (YTD): |
1/2/2025 |
6.830 |
| Low (YTD): |
1/17/2025 |
3.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.30% |
| Volatility 6M: |
|
103.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |