Soc. Generale Put 32 ML 19.12.202.../  DE000SJ6AY44  /

EUWAX
1/24/2025  9:29:45 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% -
Bid Size: -
-
Ask Size: -
Cie Generale des Eta... 32.00 EUR 12/19/2025 Put
 

Master data

WKN: SJ6AY4
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Put
Strike price: 32.00 EUR
Maturity: 12/19/2025
Issue date: 11/22/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.49
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -0.17
Time value: 0.27
Break-even: 29.30
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.34
Theta: 0.00
Omega: -4.26
Rho: -0.13
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -22.86%
3 Months     -
YTD
  -22.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.270
1M High / 1M Low: 0.380 0.270
6M High / 6M Low: - -
High (YTD): 1/13/2025 0.380
Low (YTD): 1/24/2025 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -