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Soc. Generale Put 60 NDAQ 20.09.2.../  DE000SV6QYJ6  /

EUWAX
2024-06-06  10:02:20 AM Chg.-0.010 Bid6:01:42 PM Ask6:01:42 PM Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.320
Bid Size: 80,000		 0.330
Ask Size: 80,000		 Nasdaq Inc 60.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QYJ
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Put
Strike price: 60.00 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: -17.16
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.03
Implied volatility: 0.29
Historic volatility: 0.21
Parity: 0.03
Time value: 0.29
Break-even: 51.98
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.23%
Delta: -0.45
Theta: -0.01
Omega: -7.80
Rho: -0.08
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month  
+11.11%
3 Months
  -37.50%
YTD
  -38.78%
1 Year
  -58.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.340 0.210
6M High / 6M Low: 0.730 0.210
High (YTD): 2024-01-05 0.630
Low (YTD): 2024-05-28 0.210
52W High: 2023-10-03 1.290
52W Low: 2024-05-28 0.210
Avg. price 1W:   0.328
Avg. volume 1W:   0.000
Avg. price 1M:   0.268
Avg. volume 1M:   0.000
Avg. price 6M:   0.434
Avg. volume 6M:   0.000
Avg. price 1Y:   0.715
Avg. volume 1Y:   0.000
Volatility 1M:   188.81%
Volatility 6M:   121.74%
Volatility 1Y:   113.84%
Volatility 3Y:   -