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Soc. Generale Put 100 PM 21.06.20.../  DE000SQ6LFF1  /

EUWAX
5/22/2024  1:33:57 PM Chg.- Bid8:02:58 AM Ask8:02:58 AM Underlying Strike price Expiration date Option type
0.200EUR - 0.150
Bid Size: 10,000		 0.190
Ask Size: 10,000		 Philip Morris Intern... 100.00 USD 6/21/2024 Put
 

Master data

WKN: SQ6LFF
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 6/21/2024
Issue date: 12/20/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.97
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -0.02
Time value: 0.22
Break-even: 89.93
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 4.76%
Delta: -0.45
Theta: -0.04
Omega: -19.07
Rho: -0.04
 

Quote data

Open: 0.190
High: 0.200
Low: 0.190
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.26%
1 Month
  -69.23%
3 Months
  -77.78%
YTD
  -72.60%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.650 0.190
6M High / 6M Low: 1.090 0.190
High (YTD): 2/16/2024 1.080
Low (YTD): 5/17/2024 0.190
52W High: 10/27/2023 1.410
52W Low: 5/17/2024 0.190
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.339
Avg. volume 1M:   0.000
Avg. price 6M:   0.774
Avg. volume 6M:   0.000
Avg. price 1Y:   0.888
Avg. volume 1Y:   0.000
Volatility 1M:   272.32%
Volatility 6M:   154.27%
Volatility 1Y:   126.75%
Volatility 3Y:   -