Soc. Generale Put 90 S92 21.06.2024
/ DE000SV6BZC0
Soc. Generale Put 90 S92 21.06.20.../ DE000SV6BZC0 /
2024-05-21 12:18:54 PM |
Chg.- |
Bid9:27:33 AM |
Ask9:27:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.25EUR |
- |
4.27 Bid Size: 5,000 |
4.31 Ask Size: 5,000 |
SMA SOLAR TECHNOL.AG |
90.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
SV6BZC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SMA SOLAR TECHNOL.AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-15 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.25 |
Intrinsic value: |
4.25 |
Implied volatility: |
1.47 |
Historic volatility: |
0.51 |
Parity: |
4.25 |
Time value: |
0.05 |
Break-even: |
47.00 |
Moneyness: |
1.89 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
0.94% |
Delta: |
-0.90 |
Theta: |
-0.05 |
Omega: |
-1.00 |
Rho: |
-0.07 |
Quote data
Open: |
4.24 |
High: |
4.25 |
Low: |
4.24 |
Previous Close: |
4.09 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.68% |
1 Month |
|
|
+1.67% |
3 Months |
|
|
+4.68% |
YTD |
|
|
+31.99% |
1 Year |
|
|
+103.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.25 |
4.06 |
1M High / 1M Low: |
4.31 |
3.89 |
6M High / 6M Low: |
4.39 |
3.06 |
High (YTD): |
2024-01-17 |
4.39 |
Low (YTD): |
2024-03-12 |
3.13 |
52W High: |
2024-01-17 |
4.39 |
52W Low: |
2023-06-30 |
1.65 |
Avg. price 1W: |
|
4.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.20 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
55.57% |
Volatility 6M: |
|
64.23% |
Volatility 1Y: |
|
67.40% |
Volatility 3Y: |
|
- |