Soc. Generale Put 870 AEX 21.02.2.../  DE000SJ72DF0  /

EUWAX
1/22/2025  9:02:00 AM Chg.-0.024 Bid7:43:06 AM Ask7:43:06 AM Underlying Strike price Expiration date Option type
0.119EUR -16.78% 0.134
Bid Size: 10,000
0.151
Ask Size: 10,000
- 870.00 EUR 2/21/2025 Put
 

Master data

WKN: SJ72DF
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 870.00 EUR
Maturity: 2/21/2025
Issue date: 1/6/2025
Last trading day: 2/21/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: -341.28
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.12
Parity: -2.23
Time value: 0.13
Break-even: 867.32
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 6.35%
Delta: -0.12
Theta: -0.14
Omega: -42.58
Rho: -0.10
 

Quote data

Open: 0.119
High: 0.119
Low: 0.119
Previous Close: 0.143
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.95%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.205 0.119
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -