Soc. Generale Put 70 SAX 21.03.2025
/ DE000SY0N905
Soc. Generale Put 70 SAX 21.03.20.../ DE000SY0N905 /
| 1/10/2025 3:08:33 PM |
Chg.+0.02 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+0.83% |
-
Bid Size: - |
-
Ask Size: - |
STROEER SE + CO. KGA... |
70.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
SY0N90 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.21 |
| Parity: |
2.40 |
| Time value: |
0.04 |
| Break-even: |
45.60 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
1.24% |
| Delta: |
-0.88 |
| Theta: |
-0.02 |
| Omega: |
-1.65 |
| Rho: |
-0.12 |
Quote data
| Open: |
2.38 |
| High: |
2.42 |
| Low: |
2.38 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.02% |
| 1 Month |
|
|
+18.05% |
| 3 Months |
|
|
+65.75% |
| YTD |
|
|
+1.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.40 |
| 1M High / 1M Low: |
2.47 |
2.05 |
| 6M High / 6M Low: |
2.47 |
0.99 |
| High (YTD): |
1/6/2025 |
2.47 |
| Low (YTD): |
1/2/2025 |
2.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.45% |
| Volatility 6M: |
|
70.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |