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Soc. Generale Put 200 ALGN 20.09..../  DE000SV6SWA5  /

Frankfurt Zert./SG
2024-07-10  1:11:35 PM Chg.-0.060 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
0.400EUR -13.04% 0.400
Bid Size: 7,500		 0.510
Ask Size: 7,500		 Align Technology Inc 200.00 - 2024-09-20 Put
 

Master data

WKN: SV6SWA
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 2024-09-20
Issue date: 2023-05-26
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.68
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.42
Parity: -2.88
Time value: 0.48
Break-even: 195.20
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 1.00
Spread abs.: 0.02
Spread %: 4.35%
Delta: -0.19
Theta: -0.07
Omega: -9.14
Rho: -0.10
 

Quote data

Open: 0.400
High: 0.410
Low: 0.400
Previous Close: 0.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -18.37%
3 Months
  -6.98%
YTD
  -71.43%
1 Year
  -70.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.440
1M High / 1M Low: 0.700 0.340
6M High / 6M Low: 1.580 0.260
High (YTD): 2024-01-03 1.720
Low (YTD): 2024-04-25 0.260
52W High: 2023-11-01 4.000
52W Low: 2024-04-25 0.260
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.545
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   1.228
Avg. volume 1Y:   0.000
Volatility 1M:   251.23%
Volatility 6M:   207.85%
Volatility 1Y:   177.66%
Volatility 3Y:   -