Soc. Generale Put 260 ALGN 21.03.2025
/ DE000SY7ZL06
Soc. Generale Put 260 ALGN 21.03..../ DE000SY7ZL06 /
| 1/10/2025 11:57:55 AM |
Chg.-0.080 |
Bid12:19:59 PM |
Ask12:19:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.640EUR |
-1.69% |
4.670
Bid Size: 1,000 |
4.960
Ask Size: 1,000 |
Align Technology Inc |
260.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SY7ZL0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
260.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
4.33 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.35 |
| Parity: |
4.33 |
| Time value: |
0.67 |
| Break-even: |
202.51 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.08 |
| Spread %: |
1.63% |
| Delta: |
-0.72 |
| Theta: |
-0.11 |
| Omega: |
-3.02 |
| Rho: |
-0.39 |
Quote data
| Open: |
4.720 |
| High: |
4.720 |
| Low: |
4.570 |
| Previous Close: |
4.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.29% |
| 1 Month |
|
|
+37.69% |
| 3 Months |
|
|
+5.22% |
| YTD |
|
|
-5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.290 |
4.460 |
| 1M High / 1M Low: |
5.430 |
3.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
5.430 |
| Low (YTD): |
1/6/2025 |
4.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |