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Soc. Generale Put 100 PM 20.09.20.../  DE000SV6QZR6  /

EUWAX
7/4/2024  8:29:47 AM Chg.+0.020 Bid7:39:44 PM Ask7:39:44 PM Underlying Strike price Expiration date Option type
0.240EUR +9.09% 0.240
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Philip Morris Intern... 100.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QZR
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.15
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -0.13
Time value: 0.26
Break-even: 90.07
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.39
Theta: -0.02
Omega: -14.12
Rho: -0.08
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -11.11%
3 Months
  -73.63%
YTD
  -72.09%
1 Year
  -72.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.330 0.220
6M High / 6M Low: 1.180 0.220
High (YTD): 2/16/2024 1.180
Low (YTD): 7/3/2024 0.220
52W High: 10/27/2023 1.510
52W Low: 7/3/2024 0.220
Avg. price 1W:   0.240
Avg. volume 1W:   400
Avg. price 1M:   0.267
Avg. volume 1M:   90.909
Avg. price 6M:   0.722
Avg. volume 6M:   15.748
Avg. price 1Y:   0.887
Avg. volume 1Y:   7.813
Volatility 1M:   164.55%
Volatility 6M:   140.89%
Volatility 1Y:   114.86%
Volatility 3Y:   -