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Soc. Generale Put 500 ASME 21.03..../  DE000SV2H4L2  /

EUWAX
2024-07-05  9:00:02 AM Chg.-0.010 Bid8:28:30 PM Ask8:28:30 PM Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.350
Bid Size: 8,600		 0.460
Ask Size: 8,600		 ASML HOLDING EO -... 500.00 EUR 2025-03-21 Put
 

Master data

WKN: SV2H4L
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 500.00 EUR
Maturity: 2025-03-21
Issue date: 2023-03-23
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -228.88
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.30
Parity: -48.42
Time value: 0.43
Break-even: 495.70
Moneyness: 0.51
Premium: 0.50
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 4.88%
Delta: -0.03
Theta: -0.04
Omega: -5.73
Rho: -0.21
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -45.16%
3 Months
  -60.00%
YTD
  -86.35%
1 Year
  -91.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.350
1M High / 1M Low: 0.620 0.350
6M High / 6M Low: 3.130 0.350
High (YTD): 2024-01-05 3.130
Low (YTD): 2024-07-04 0.350
52W High: 2023-09-26 5.920
52W Low: 2024-07-04 0.350
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   1.059
Avg. volume 6M:   0.000
Avg. price 1Y:   2.697
Avg. volume 1Y:   0.000
Volatility 1M:   194.40%
Volatility 6M:   152.93%
Volatility 1Y:   121.29%
Volatility 3Y:   -