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Soc. Generale Put 180 EL 20.09.20.../  DE000SV6QVT1  /

EUWAX
2024-07-05  8:31:52 AM Chg.+0.01 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
6.60EUR +0.15% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 180.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QVT
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 180.00 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: -1.44
Leverage: Yes

Calculated values

Fair value: 6.79
Intrinsic value: 6.79
Implied volatility: 0.79
Historic volatility: 0.39
Parity: 6.79
Time value: 0.03
Break-even: 97.86
Moneyness: 1.69
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.59%
Delta: -0.90
Theta: -0.03
Omega: -1.29
Rho: -0.33
 

Quote data

Open: 6.60
High: 6.60
Low: 6.60
Previous Close: 6.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.11%
1 Month  
+33.60%
3 Months  
+85.92%
YTD  
+86.44%
1 Year  
+228.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.73 6.57
1M High / 1M Low: 6.73 4.94
6M High / 6M Low: 6.73 2.72
High (YTD): 2024-07-02 6.73
Low (YTD): 2024-03-14 2.72
52W High: 2023-11-01 7.09
52W Low: 2023-07-14 1.89
Avg. price 1W:   6.63
Avg. volume 1W:   0.00
Avg. price 1M:   6.02
Avg. volume 1M:   0.00
Avg. price 6M:   4.31
Avg. volume 6M:   0.00
Avg. price 1Y:   4.11
Avg. volume 1Y:   0.00
Volatility 1M:   50.17%
Volatility 6M:   97.53%
Volatility 1Y:   95.51%
Volatility 3Y:   -