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Soc. Generale Put 140 EL 20.09.20.../  DE000SV6QVR5  /

Frankfurt Zert./SG
9/6/2024  9:50:23 PM Chg.+0.220 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
4.690EUR +4.92% 4.720
Bid Size: 3,000		 4.750
Ask Size: 3,000		 Estee Lauder Compani... 140.00 USD 9/20/2024 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: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.65
Leverage: Yes

Calculated values

Fair value: 4.74
Intrinsic value: 4.74
Implied volatility: 1.46
Historic volatility: 0.38
Parity: 4.74
Time value: 0.03
Break-even: 78.59
Moneyness: 1.60
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 0.63%
Delta: -0.94
Theta: -0.09
Omega: -1.56
Rho: -0.04
 

Quote data

Open: 4.310
High: 4.710
Low: 4.310
Previous Close: 4.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.59%
1 Month  
+6.35%
3 Months  
+133.33%
YTD  
+219.05%
1 Year  
+230.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.690 4.180
1M High / 1M Low: 4.880 3.920
6M High / 6M Low: 4.880 0.910
High (YTD): 8/12/2024 4.880
Low (YTD): 3/28/2024 0.910
52W High: 8/12/2024 4.880
52W Low: 3/28/2024 0.910
Avg. price 1W:   4.390
Avg. volume 1W:   0.000
Avg. price 1M:   4.338
Avg. volume 1M:   0.000
Avg. price 6M:   2.517
Avg. volume 6M:   0.000
Avg. price 1Y:   2.217
Avg. volume 1Y:   0.000
Volatility 1M:   82.03%
Volatility 6M:   120.81%
Volatility 1Y:   129.96%
Volatility 3Y:   -