Soc. Generale Put 160 EL 20.09.20.../  DE000SV6QVS3  /

Frankfurt Zert./SG
2024-07-31  8:50:34 AM Chg.-0.290 Bid9:01:59 AM Ask9:01:59 AM Underlying Strike price Expiration date Option type
5.320EUR -5.17% 5.320
Bid Size: 2,000
5.780
Ask Size: 2,000
Estee Lauder Compani... 160.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QVS
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 160.00 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: -1.70
Leverage: Yes

Calculated values

Fair value: 5.48
Intrinsic value: 5.48
Implied volatility: 0.78
Historic volatility: 0.39
Parity: 5.48
Time value: 0.01
Break-even: 92.99
Moneyness: 1.59
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 0.55%
Delta: -0.92
Theta: -0.02
Omega: -1.56
Rho: -0.20
 

Quote data

Open: 5.330
High: 5.330
Low: 5.320
Previous Close: 5.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.97%
1 Month  
+5.14%
3 Months  
+147.44%
YTD  
+123.53%
1 Year  
+220.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.610 5.430
1M High / 1M Low: 5.770 4.740
6M High / 6M Low: 5.770 1.690
High (YTD): 2024-07-18 5.770
Low (YTD): 2024-03-13 1.690
52W High: 2024-07-18 5.770
52W Low: 2023-07-31 1.660
Avg. price 1W:   5.500
Avg. volume 1W:   0.000
Avg. price 1M:   5.296
Avg. volume 1M:   0.000
Avg. price 6M:   3.215
Avg. volume 6M:   0.000
Avg. price 1Y:   3.073
Avg. volume 1Y:   0.000
Volatility 1M:   50.36%
Volatility 6M:   112.36%
Volatility 1Y:   111.17%
Volatility 3Y:   -