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Soc. Generale Put 110 PM 21.06.20.../  DE000SQ757W0  /

Frankfurt Zert./SG
2024-06-04  10:01:21 AM Chg.-0.090 Bid11:05:59 AM Ask11:05:59 AM Underlying Strike price Expiration date Option type
0.670EUR -11.84% 0.740
Bid Size: 4,100		 0.860
Ask Size: 4,100		 Philip Morris Intern... 110.00 USD 2024-06-21 Put
 

Master data

WKN: SQ757W
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.76
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.65
Implied volatility: 0.40
Historic volatility: 0.15
Parity: 0.65
Time value: 0.09
Break-even: 93.45
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.37%
Delta: -0.76
Theta: -0.07
Omega: -9.67
Rho: -0.04
 

Quote data

Open: 0.670
High: 0.680
Low: 0.670
Previous Close: 0.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.32%
1 Month
  -43.70%
3 Months
  -64.36%
YTD
  -53.47%
1 Year
  -65.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.760
1M High / 1M Low: 1.240 0.760
6M High / 6M Low: 2.060 0.760
High (YTD): 2024-04-15 2.060
Low (YTD): 2024-06-03 0.760
52W High: 2023-10-27 2.200
52W Low: 2024-06-03 0.760
Avg. price 1W:   0.952
Avg. volume 1W:   0.000
Avg. price 1M:   1.016
Avg. volume 1M:   0.000
Avg. price 6M:   1.554
Avg. volume 6M:   0.000
Avg. price 1Y:   1.585
Avg. volume 1Y:   0.000
Volatility 1M:   113.79%
Volatility 6M:   98.95%
Volatility 1Y:   86.60%
Volatility 3Y:   -