Soc. Generale Put 200 ALGN 20.09.2024
/ DE000SV6SWA5
Soc. Generale Put 200 ALGN 20.09..../ DE000SV6SWA5 /
12/08/2024 08:59:09 |
Chg.-0.030 |
Bid20:11:29 |
Ask20:11:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-5.88% |
0.540 Bid Size: 25,000 |
0.590 Ask Size: 25,000 |
Align Technology Inc |
200.00 - |
20/09/2024 |
Put |
Master data
WKN: |
SV6SWA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Align Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 - |
Maturity: |
20/09/2024 |
Issue date: |
26/05/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.17 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.18 |
Historic volatility: |
0.41 |
Parity: |
0.31 |
Time value: |
0.27 |
Break-even: |
194.20 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
7.41% |
Delta: |
-0.57 |
Theta: |
-0.05 |
Omega: |
-19.29 |
Rho: |
-0.13 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.510 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-67.12% |
1 Month |
|
|
+65.52% |
3 Months |
|
|
+84.62% |
YTD |
|
|
-65.22% |
1 Year |
|
|
-51.02% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.460 |
0.510 |
1M High / 1M Low: |
1.460 |
0.280 |
6M High / 6M Low: |
1.460 |
0.220 |
High (YTD): |
03/01/2024 |
1.730 |
Low (YTD): |
29/04/2024 |
0.220 |
52W High: |
01/11/2023 |
4.010 |
52W Low: |
29/04/2024 |
0.220 |
Avg. price 1W: |
|
0.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.468 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.143 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,039.17% |
Volatility 6M: |
|
455.61% |
Volatility 1Y: |
|
337.19% |
Volatility 3Y: |
|
- |