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

EUWAX
2024-05-24  8:29:55 AM Chg.+0.060 Bid12:21:40 PM Ask12:21:40 PM Underlying Strike price Expiration date Option type
0.400EUR +17.65% 0.400
Bid Size: 7,500		 0.430
Ask Size: 7,500		 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: -21.43
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.03
Implied volatility: 0.22
Historic volatility: 0.15
Parity: 0.03
Time value: 0.40
Break-even: 88.19
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.45
Theta: -0.01
Omega: -9.58
Rho: -0.15
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -25.93%
3 Months
  -59.60%
YTD
  -53.49%
1 Year
  -69.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.670 0.340
6M High / 6M Low: 1.200 0.340
High (YTD): 2024-02-16 1.180
Low (YTD): 2024-05-23 0.340
52W High: 2023-10-27 1.510
52W Low: 2024-05-23 0.340
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.471
Avg. volume 1M:   0.000
Avg. price 6M:   0.876
Avg. volume 6M:   0.000
Avg. price 1Y:   0.989
Avg. volume 1Y:   0.000
Volatility 1M:   177.74%
Volatility 6M:   120.38%
Volatility 1Y:   101.96%
Volatility 3Y:   -