Soc. Generale Put 30 JEN 21.06.2024
/ DE000SV9QLZ3
Soc. Generale Put 30 JEN 21.06.20.../ DE000SV9QLZ3 /
| 2024-06-03 9:51:31 PM |
Chg.-0.040 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-14.81% |
0.230
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
JENOPTIK AG NA O.N. |
30.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SV9QLZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
JENOPTIK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
0.26 |
| Time value: |
0.03 |
| Break-even: |
27.10 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-7.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.280 |
| Low: |
0.230 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-53.06% |
| 3 Months |
|
|
+4.55% |
| YTD |
|
|
-25.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.220 |
| 1M High / 1M Low: |
0.490 |
0.190 |
| 6M High / 6M Low: |
0.580 |
0.170 |
| High (YTD): |
2024-04-19 |
0.580 |
| Low (YTD): |
2024-03-26 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.325 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.77% |
| Volatility 6M: |
|
159.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
