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

EUWAX
8/12/2024  8:59:09 AM Chg.-0.030 Bid8/12/2024 Ask8/12/2024 Underlying Strike price Expiration date Option type
0.480EUR -5.88% 0.480
Bid Size: 6,300		 0.620
Ask Size: 6,300		 Align Technology Inc 200.00 - 9/20/2024 Put
 

Master data

WKN: SV6SWA
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 200.00 -
Maturity: 9/20/2024
Issue date: 5/26/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.95
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 0.31
Implied volatility: 0.17
Historic volatility: 0.41
Parity: 0.31
Time value: 0.27
Break-even: 194.20
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 7.41%
Delta: -0.57
Theta: -0.04
Omega: -19.31
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): 1/3/2024 1.730
Low (YTD): 4/29/2024 0.220
52W High: 11/1/2023 4.010
52W Low: 4/29/2024 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:   -