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

Frankfurt Zert./SG
8/1/2024  9:50:56 PM Chg.+0.230 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
5.800EUR +4.13% 5.820
Bid Size: 2,000
5.850
Ask Size: 2,000
Estee Lauder Compani... 160.00 USD 9/20/2024 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: 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: 5.58
Intrinsic value: 5.58
Implied volatility: 0.78
Historic volatility: 0.39
Parity: 5.58
Time value: 0.00
Break-even: 92.02
Moneyness: 1.61
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 0.54%
Delta: -0.93
Theta: -0.02
Omega: -1.53
Rho: -0.19
 

Quote data

Open: 5.350
High: 5.890
Low: 5.310
Previous Close: 5.570
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+6.62%
1 Month  
+13.50%
3 Months  
+169.77%
YTD  
+143.70%
1 Year  
+229.55%
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): 7/18/2024 5.770
Low (YTD): 3/13/2024 1.690
52W High: 7/18/2024 5.770
52W Low: 3/13/2024 1.690
Avg. price 1W:   5.506
Avg. volume 1W:   0.000
Avg. price 1M:   5.308
Avg. volume 1M:   0.000
Avg. price 6M:   3.233
Avg. volume 6M:   0.000
Avg. price 1Y:   3.089
Avg. volume 1Y:   0.000
Volatility 1M:   49.32%
Volatility 6M:   112.04%
Volatility 1Y:   111.06%
Volatility 3Y:   -