Soc. Generale Put 90 DIS 21.03.20.../  DE000SU6QVM7  /

Frankfurt Zert./SG
2024-07-31  9:44:35 PM Chg.-0.020 Bid9:58:10 PM Ask9:58:10 PM Underlying Strike price Expiration date Option type
0.550EUR -3.51% 0.570
Bid Size: 8,000
0.580
Ask Size: 8,000
Walt Disney Co 90.00 USD 2025-03-21 Put
 

Master data

WKN: SU6QVM
Issuer: Société Générale
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 2025-03-21
Issue date: 2024-01-08
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.95
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.35
Time value: 0.58
Break-even: 77.41
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 1.75%
Delta: -0.35
Theta: -0.01
Omega: -5.24
Rho: -0.23
 

Quote data

Open: 0.560
High: 0.560
Low: 0.530
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.29%
1 Month  
+27.91%
3 Months  
+61.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.570
1M High / 1M Low: 0.710 0.400
6M High / 6M Low: 0.710 0.240
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.69%
Volatility 6M:   121.85%
Volatility 1Y:   -
Volatility 3Y:   -