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: |
|
- |
