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

EUWAX
2024-08-01  8:29:25 AM Chg.+0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
3.54EUR +0.28% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 140.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.45
Leverage: Yes

Calculated values

Fair value: 3.73
Intrinsic value: 3.73
Implied volatility: 0.63
Historic volatility: 0.39
Parity: 3.73
Time value: 0.02
Break-even: 91.84
Moneyness: 1.41
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 0.81%
Delta: -0.91
Theta: -0.02
Omega: -2.23
Rho: -0.17
 

Quote data

Open: 3.54
High: 3.54
Low: 3.54
Previous Close: 3.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.14%
1 Month  
+17.61%
3 Months  
+233.96%
YTD  
+144.14%
1 Year  
+205.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.53 3.43
1M High / 1M Low: 3.76 3.01
6M High / 6M Low: 3.76 0.88
High (YTD): 2024-07-19 3.76
Low (YTD): 2024-03-14 0.88
52W High: 2024-07-19 3.76
52W Low: 2024-03-14 0.88
Avg. price 1W:   3.48
Avg. volume 1W:   0.00
Avg. price 1M:   3.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.82
Avg. volume 6M:   0.00
Avg. price 1Y:   1.86
Avg. volume 1Y:   0.00
Volatility 1M:   59.09%
Volatility 6M:   144.03%
Volatility 1Y:   133.22%
Volatility 3Y:   -