Soc. Generale Put 80 HEN3 20.12.2024
/ DE000SV6EKU8
Soc. Generale Put 80 HEN3 20.12.2.../ DE000SV6EKU8 /
28/08/2024 08:23:18 |
Chg.-0.020 |
Bid21:25:02 |
Ask21:25:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-9.09% |
0.200 Bid Size: 10,000 |
0.210 Ask Size: 10,000 |
HENKEL AG+CO.KGAA VZ... |
80.00 - |
20/12/2024 |
Put |
Master data
WKN: |
SV6EKU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-37.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.16 |
Parity: |
-0.17 |
Time value: |
0.22 |
Break-even: |
77.80 |
Moneyness: |
0.98 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
4.76% |
Delta: |
-0.36 |
Theta: |
-0.01 |
Omega: |
-13.33 |
Rho: |
-0.10 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-20.00% |
YTD |
|
|
-78.72% |
1 Year |
|
|
-79.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.220 |
1M High / 1M Low: |
0.500 |
0.220 |
6M High / 6M Low: |
1.300 |
0.220 |
High (YTD): |
04/03/2024 |
1.300 |
Low (YTD): |
27/08/2024 |
0.220 |
52W High: |
27/09/2023 |
1.410 |
52W Low: |
27/08/2024 |
0.220 |
Avg. price 1W: |
|
0.254 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.350 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.512 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.804 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
164.38% |
Volatility 6M: |
|
135.98% |
Volatility 1Y: |
|
107.57% |
Volatility 3Y: |
|
- |