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Soc. Generale Put 700 ASME 20.12..../  DE000SV6W1Y8  /

Frankfurt Zert./SG
11/8/2024  10:58:31 AM Chg.+0.410 Bid11:18:34 AM Ask11:18:34 AM Underlying Strike price Expiration date Option type
8.250EUR +5.23% 8.410
Bid Size: 6,000		 8.440
Ask Size: 6,000		 ASML HOLDING EO -... 700.00 EUR 12/20/2024 Put
 

Master data

WKN: SV6W1Y
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 700.00 EUR
Maturity: 12/20/2024
Issue date: 5/31/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.73
Leverage: Yes

Calculated values

Fair value: 8.27
Intrinsic value: 7.53
Implied volatility: 0.36
Historic volatility: 0.39
Parity: 7.53
Time value: 0.55
Break-even: 619.20
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 0.50%
Delta: -0.80
Theta: -0.20
Omega: -6.19
Rho: -0.67
 

Quote data

Open: 7.620
High: 8.250
Low: 7.470
Previous Close: 7.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.23%
1 Month  
+144.08%
3 Months  
+126.65%
YTD  
+2.36%
1 Year
  -36.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.670 7.840
1M High / 1M Low: 8.810 2.180
6M High / 6M Low: 8.810 0.670
High (YTD): 1/5/2024 10.210
Low (YTD): 7/10/2024 0.670
52W High: 11/9/2023 13.230
52W Low: 7/10/2024 0.670
Avg. price 1W:   8.378
Avg. volume 1W:   0.000
Avg. price 1M:   6.270
Avg. volume 1M:   0.000
Avg. price 6M:   3.266
Avg. volume 6M:   6.061
Avg. price 1Y:   4.580
Avg. volume 1Y:   3.125
Volatility 1M:   725.96%
Volatility 6M:   432.39%
Volatility 1Y:   320.11%
Volatility 3Y:   -