Soc. Generale Put 250 ALGN 17.01.2025
/ DE000SY005H5
Soc. Generale Put 250 ALGN 17.01..../ DE000SY005H5 /
| 1/10/2025 8:37:17 AM |
Chg.+0.04 |
Bid12:06:42 PM |
Ask12:06:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.28EUR |
+1.23% |
3.24
Bid Size: 1,000 |
3.61
Ask Size: 1,000 |
Align Technology Inc |
250.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SY005H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.35 |
| Parity: |
3.36 |
| Time value: |
0.35 |
| Break-even: |
205.70 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
1.36 |
| Spread abs.: |
0.21 |
| Spread %: |
6.00% |
| Delta: |
-0.80 |
| Theta: |
-0.67 |
| Omega: |
-4.49 |
| Rho: |
-0.04 |
Quote data
| Open: |
3.28 |
| High: |
3.28 |
| Low: |
3.28 |
| Previous Close: |
3.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.77% |
| 1 Month |
|
|
+90.70% |
| 3 Months |
|
|
+10.81% |
| YTD |
|
|
-8.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.78 |
2.84 |
| 1M High / 1M Low: |
3.78 |
1.63 |
| 6M High / 6M Low: |
4.70 |
1.63 |
| High (YTD): |
1/6/2025 |
3.78 |
| Low (YTD): |
1/7/2025 |
2.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.18% |
| Volatility 6M: |
|
178.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |