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

Frankfurt Zert./SG
2024-07-30  9:51:39 PM Chg.+0.180 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
5.610EUR +3.31% 5.590
Bid Size: 2,000		 5.620
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: 5.240
High: 5.720
Low: 5.230
Previous Close: 5.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.00%
1 Month  
+10.87%
3 Months  
+160.93%
YTD  
+135.71%
1 Year  
+248.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.540 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:   5.478
Avg. volume 1W:   0.000
Avg. price 1M:   5.281
Avg. volume 1M:   0.000
Avg. price 6M:   3.195
Avg. volume 6M:   0.000
Avg. price 1Y:   3.063
Avg. volume 1Y:   0.000
Volatility 1M:   50.60%
Volatility 6M:   112.48%
Volatility 1Y:   111.36%
Volatility 3Y:   -