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Soc. Generale Put 220 EL 20.09.20.../  DE000SV6QVV7  /

EUWAX
31/07/2024  08:29:02 Chg.+0.09 Bid16:45:49 Ask16:45:49 Underlying Strike price Expiration date Option type
10.87EUR +0.83% 11.09
Bid Size: 25,000		 -
Ask Size: -		 Estee Lauder Compani... 220.00 USD 20/09/2024 Put
 

Master data

WKN: SV6QVV
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 20/09/2024
Issue date: 24/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.82
Leverage: Yes

Calculated values

Fair value: 11.15
Intrinsic value: 11.15
Implied volatility: 1.25
Historic volatility: 0.39
Parity: 11.15
Time value: 0.01
Break-even: 91.81
Moneyness: 2.21
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.93
Theta: -0.04
Omega: -0.76
Rho: -0.28
 

Quote data

Open: 10.87
High: 10.87
Low: 10.87
Previous Close: 10.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.93%
1 Month  
+9.14%
3 Months  
+65.20%
YTD  
+66.72%
1 Year  
+138.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.84 10.73
1M High / 1M Low: 11.09 10.24
6M High / 6M Low: 11.09 5.63
High (YTD): 19/07/2024 11.09
Low (YTD): 14/03/2024 5.63
52W High: 19/07/2024 11.09
52W Low: 31/07/2023 4.56
Avg. price 1W:   10.78
Avg. volume 1W:   0.00
Avg. price 1M:   10.60
Avg. volume 1M:   0.00
Avg. price 6M:   8.05
Avg. volume 6M:   0.00
Avg. price 1Y:   7.72
Avg. volume 1Y:   0.00
Volatility 1M:   22.64%
Volatility 6M:   63.85%
Volatility 1Y:   66.43%
Volatility 3Y:   -