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Soc. Generale Put 50 NDAQ 20.09.2.../  DE000SV6QYH0  /

EUWAX
2024-06-06  10:02:21 AM Chg.-0.006 Bid5:01:58 PM Ask5:01:58 PM Underlying Strike price Expiration date Option type
0.067EUR -8.22% 0.068
Bid Size: 125,000		 0.078
Ask Size: 125,000		 Nasdaq Inc 50.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QYH
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Put
Strike price: 50.00 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: -66.96
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.21
Parity: -0.89
Time value: 0.08
Break-even: 45.16
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 13.89%
Delta: -0.14
Theta: -0.01
Omega: -9.40
Rho: -0.02
 

Quote data

Open: 0.068
High: 0.068
Low: 0.067
Previous Close: 0.073
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.63%
1 Month  
+6.35%
3 Months
  -55.33%
YTD
  -64.74%
1 Year
  -82.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.071
1M High / 1M Low: 0.084 0.045
6M High / 6M Low: 0.300 0.045
High (YTD): 2024-01-05 0.250
Low (YTD): 2024-05-28 0.045
52W High: 2023-10-03 0.630
52W Low: 2024-05-28 0.045
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   0.309
Avg. volume 1Y:   0.000
Volatility 1M:   261.76%
Volatility 6M:   156.40%
Volatility 1Y:   136.12%
Volatility 3Y:   -