Soc. Generale Put 260 ALGN 21.03.2025
/ DE000SY7ZL06
Soc. Generale Put 260 ALGN 21.03..../ DE000SY7ZL06 /
| 1/9/2025 9:51:13 PM |
Chg.-0.050 |
Bid1/9/2025 |
Ask1/9/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.720EUR |
-1.05% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
4.33 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.35 |
| Parity: |
4.33 |
| Time value: |
0.49 |
| Break-even: |
203.90 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
1.69% |
| Delta: |
-0.75 |
| Theta: |
-0.09 |
| Omega: |
-3.26 |
| Rho: |
-0.40 |
Quote data
| Open: |
4.690 |
| High: |
4.740 |
| Low: |
4.580 |
| Previous Close: |
4.770 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.78% |
| 1 Month |
|
|
+40.06% |
| 3 Months |
|
|
+7.03% |
| YTD |
|
|
-4.26% |
| 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: |
|
- |