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Soc. Generale Put 25 WBA 20.09.20.../  DE000SV6Q1K5  /

Frankfurt Zert./SG
2024-05-31  9:45:47 PM Chg.-0.080 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.810EUR -8.99% 0.820
Bid Size: 20,000		 0.830
Ask Size: 20,000		 Walgreens Boots Alli... 25.00 USD 2024-09-20 Put
 

Master data

WKN: SV6Q1K
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 25.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.56
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: 0.76
Historic volatility: 0.35
Parity: 0.89
Time value: 0.02
Break-even: 13.98
Moneyness: 1.62
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.11%
Delta: -0.82
Theta: 0.00
Omega: -1.28
Rho: -0.06
 

Quote data

Open: 0.890
High: 0.890
Low: 0.810
Previous Close: 0.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month  
+14.08%
3 Months  
+80.00%
YTD  
+189.29%
1 Year  
+252.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.810
1M High / 1M Low: 0.950 0.660
6M High / 6M Low: 0.950 0.280
High (YTD): 2024-05-29 0.950
Low (YTD): 2024-01-09 0.280
52W High: 2024-05-29 0.950
52W Low: 2023-06-19 0.160
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.762
Avg. volume 1M:   0.000
Avg. price 6M:   0.517
Avg. volume 6M:   0.000
Avg. price 1Y:   0.433
Avg. volume 1Y:   0.000
Volatility 1M:   95.29%
Volatility 6M:   122.35%
Volatility 1Y:   115.80%
Volatility 3Y:   -