Soc. Generale Put 30 JEN 21.06.2024
/ DE000SV9QLZ3
Soc. Generale Put 30 JEN 21.06.20.../ DE000SV9QLZ3 /
| 5/29/2024 9:23:11 AM |
Chg.+0.010 |
Bid9:26:42 AM |
Ask9:26:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+4.00% |
0.270
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
JENOPTIK AG NA O.N. |
30.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
7/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.20 |
| Time value: |
0.04 |
| Break-even: |
27.60 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-8.55 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.84% |
| 1 Month |
|
|
-43.48% |
| 3 Months |
|
|
+4.00% |
| YTD |
|
|
-16.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.190 |
| 1M High / 1M Low: |
0.490 |
0.190 |
| 6M High / 6M Low: |
0.590 |
0.170 |
| High (YTD): |
4/19/2024 |
0.580 |
| Low (YTD): |
3/26/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.323 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.331 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.62% |
| Volatility 6M: |
|
158.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
