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

EUWAX
2024-07-30  8:29:49 AM Chg.+0.02 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
5.23EUR +0.38% -
Bid Size: -		 -
Ask Size: -		 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: 5.23
High: 5.23
Low: 5.23
Previous Close: 5.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.38%
1 Month  
+19.95%
3 Months  
+156.37%
YTD  
+121.61%
1 Year  
+222.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.30 5.21
1M High / 1M Low: 5.58 4.70
6M High / 6M Low: 5.58 1.63
High (YTD): 2024-07-19 5.58
Low (YTD): 2024-03-14 1.63
52W High: 2024-07-19 5.58
52W Low: 2024-03-14 1.63
Avg. price 1W:   5.24
Avg. volume 1W:   0.00
Avg. price 1M:   5.05
Avg. volume 1M:   0.00
Avg. price 6M:   3.07
Avg. volume 6M:   0.00
Avg. price 1Y:   3.00
Avg. volume 1Y:   0.00
Volatility 1M:   46.07%
Volatility 6M:   118.37%
Volatility 1Y:   113.20%
Volatility 3Y:   -