Soc. Generale Put 45 CMCSA 17.01.2025
/ DE000SJ12NW0
Soc. Generale Put 45 CMCSA 17.01..../ DE000SJ12NW0 /
| 1/9/2025 9:39:41 AM |
Chg.- |
Bid8:01:55 AM |
Ask8:01:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
0.770
Bid Size: 6,000 |
0.840
Ask Size: 6,000 |
Comcast Corporation |
45.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SJ12NW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.23 |
| Parity: |
0.76 |
| Time value: |
0.01 |
| Break-even: |
35.93 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
-0.93 |
| Theta: |
-0.03 |
| Omega: |
-4.35 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
+32.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
+12.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.700 |
| 1M High / 1M Low: |
0.740 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.740 |
| Low (YTD): |
1/6/2025 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |