Soc. Generale Put 40 STA2 20.06.2.../  DE000SY2CGD2  /

EUWAX
1/24/2025  9:19:07 AM Chg.-0.04 Bid10:05:02 PM Ask10:05:02 PM Underlying Strike price Expiration date Option type
1.09EUR -3.54% -
Bid Size: -
-
Ask Size: -
STABILUS SE 40.00 EUR 6/20/2025 Put
 

Master data

WKN: SY2CGD
Issuer: Société Générale
Currency: EUR
Underlying: STABILUS SE
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 6/20/2025
Issue date: 6/27/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.47
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 1.06
Implied volatility: 0.63
Historic volatility: 0.33
Parity: 1.06
Time value: 0.14
Break-even: 28.10
Moneyness: 1.36
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 4.39%
Delta: -0.71
Theta: -0.01
Omega: -1.75
Rho: -0.13
 

Quote data

Open: 1.09
High: 1.09
Low: 1.09
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.92%
1 Month
  -6.84%
3 Months  
+45.33%
YTD  
+0.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.21 1.03
1M High / 1M Low: 1.21 1.02
6M High / 6M Low: 1.22 0.39
High (YTD): 1/17/2025 1.21
Low (YTD): 1/7/2025 1.02
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.10
Avg. volume 1M:   0.00
Avg. price 6M:   0.74
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.93%
Volatility 6M:   106.13%
Volatility 1Y:   -
Volatility 3Y:   -