Soc. Generale Put 140 EL 20.09.2024
/ DE000SV6QVR5
Soc. Generale Put 140 EL 20.09.20.../ DE000SV6QVR5 /
06/09/2024 12:06:56 |
Chg.-0.090 |
Bid13:18:58 |
Ask13:18:58 |
Underlying |
Strike price |
Expiration date |
Option type |
4.380EUR |
-2.01% |
4.380 Bid Size: 3,000 |
4.670 Ask Size: 3,000 |
Estee Lauder Compani... |
140.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SV6QVR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
24/05/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.49 |
Intrinsic value: |
4.49 |
Implied volatility: |
1.24 |
Historic volatility: |
0.38 |
Parity: |
4.49 |
Time value: |
0.02 |
Break-even: |
80.90 |
Moneyness: |
1.55 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.67% |
Delta: |
-0.95 |
Theta: |
-0.05 |
Omega: |
-1.72 |
Rho: |
-0.05 |
Quote data
Open: |
4.310 |
High: |
4.380 |
Low: |
4.310 |
Previous Close: |
4.470 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.45% |
1 Month |
|
|
+3.55% |
3 Months |
|
|
+140.66% |
YTD |
|
|
+197.96% |
1 Year |
|
|
+215.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.470 |
4.180 |
1M High / 1M Low: |
4.880 |
3.920 |
6M High / 6M Low: |
4.880 |
0.910 |
High (YTD): |
12/08/2024 |
4.880 |
Low (YTD): |
28/03/2024 |
0.910 |
52W High: |
12/08/2024 |
4.880 |
52W Low: |
28/03/2024 |
0.910 |
Avg. price 1W: |
|
4.332 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.320 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.489 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.201 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
79.27% |
Volatility 6M: |
|
120.37% |
Volatility 1Y: |
|
129.66% |
Volatility 3Y: |
|
- |