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Soc. Generale Put 15 SZU 21.06.20.../  DE000SV6DVV5  /

Frankfurt Zert./SG
2024-05-21  9:36:13 PM Chg.+0.020 Bid9:52:03 PM Ask9:52:03 PM Underlying Strike price Expiration date Option type
1.030EUR +1.98% 1.030
Bid Size: 3,000		 1.100
Ask Size: 3,000		 SUEDZUCKER AG O.N. 15.00 EUR 2024-06-21 Put
 

Master data

WKN: SV6DVV
Issuer: Société Générale
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -13.18
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.90
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.90
Time value: 0.17
Break-even: 13.93
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 4.90%
Delta: -0.72
Theta: -0.01
Omega: -9.48
Rho: -0.01
 

Quote data

Open: 0.970
High: 1.050
Low: 0.910
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.79%
1 Month
  -39.77%
3 Months
  -48.50%
YTD
  -25.36%
1 Year  
+3.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 0.970
1M High / 1M Low: 1.910 0.970
6M High / 6M Low: 2.580 0.970
High (YTD): 2024-03-19 2.580
Low (YTD): 2024-05-17 0.970
52W High: 2024-03-19 2.580
52W Low: 2024-05-17 0.970
Avg. price 1W:   1.174
Avg. volume 1W:   0.000
Avg. price 1M:   1.525
Avg. volume 1M:   0.000
Avg. price 6M:   1.806
Avg. volume 6M:   0.000
Avg. price 1Y:   1.603
Avg. volume 1Y:   0.000
Volatility 1M:   129.31%
Volatility 6M:   106.84%
Volatility 1Y:   109.24%
Volatility 3Y:   -