Soc. Generale Put 220 ALGN 17.01.2025
/ DE000SY5WNB3
Soc. Generale Put 220 ALGN 17.01..../ DE000SY5WNB3 /
| 1/10/2025 8:57:53 AM |
Chg.-0.040 |
Bid9:06:42 AM |
Ask9:06:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-4.82% |
0.700
Bid Size: 4,300 |
0.980
Ask Size: 4,300 |
Align Technology Inc |
220.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SY5WNB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/18/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.35 |
| Parity: |
0.45 |
| Time value: |
0.47 |
| Break-even: |
204.12 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.06 |
| Spread %: |
6.98% |
| Delta: |
-0.59 |
| Theta: |
-0.40 |
| Omega: |
-13.28 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.25% |
| 1 Month |
|
|
+46.30% |
| 3 Months |
|
|
-56.11% |
| YTD |
|
|
-29.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.640 |
| 1M High / 1M Low: |
1.560 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.400 |
| Low (YTD): |
1/6/2025 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
461.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |