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Soc. Generale Put 100 PM 20.09.20.../  DE000SV6QZR6  /

Frankfurt Zert./SG
2024-05-27  9:50:17 PM Chg.+0.020 Bid2024-05-27 Ask2024-05-27 Underlying Strike price Expiration date Option type
0.410EUR +5.13% 0.410
Bid Size: 7,400		 0.440
Ask Size: 7,400		 Philip Morris Intern... 100.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QZR
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 100.00 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: -22.47
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.01
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.01
Time value: 0.40
Break-even: 88.10
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.50%
Delta: -0.44
Theta: -0.02
Omega: -9.86
Rho: -0.14
 

Quote data

Open: 0.390
High: 0.420
Low: 0.390
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.89%
1 Month
  -40.58%
3 Months
  -62.39%
YTD
  -52.87%
1 Year
  -71.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.690 0.360
6M High / 6M Low: 1.240 0.360
High (YTD): 2024-02-13 1.240
Low (YTD): 2024-05-22 0.360
52W High: 2023-10-27 1.510
52W Low: 2024-05-22 0.360
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   0.884
Avg. volume 6M:   0.000
Avg. price 1Y:   0.988
Avg. volume 1Y:   0.000
Volatility 1M:   125.97%
Volatility 6M:   119.19%
Volatility 1Y:   100.80%
Volatility 3Y:   -