Soc. Generale Put 140 EL 21.03.20.../  DE000SU6QWP8  /

EUWAX
2024-09-06  9:23:16 AM Chg.+0.21 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
4.40EUR +5.01% -
Bid Size: -
-
Ask Size: -
Estee Lauder Compani... 140.00 USD 2025-03-21 Put
 

Master data

WKN: SU6QWP
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2025-03-21
Issue date: 2024-01-08
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.79
Leverage: Yes

Calculated values

Fair value: 4.49
Intrinsic value: 4.49
Implied volatility: 0.54
Historic volatility: 0.38
Parity: 4.49
Time value: 0.05
Break-even: 80.60
Moneyness: 1.55
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.44%
Delta: -0.81
Theta: -0.01
Omega: -1.44
Rho: -0.60
 

Quote data

Open: 4.40
High: 4.40
Low: 4.40
Previous Close: 4.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.62%
3 Months  
+87.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.40 4.19
1M High / 1M Low: 4.89 4.08
6M High / 6M Low: 4.89 1.43
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.27
Avg. volume 1W:   0.00
Avg. price 1M:   4.33
Avg. volume 1M:   0.00
Avg. price 6M:   2.85
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.70%
Volatility 6M:   86.88%
Volatility 1Y:   -
Volatility 3Y:   -