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Soc. Generale Put 160 ADI 20.09.2.../  DE000SV6QSX9  /

Frankfurt Zert./SG
2024-05-17  9:48:33 PM Chg.-0.001 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.089EUR -1.11% 0.089
Bid Size: 10,000		 0.099
Ask Size: 10,000		 Analog Devices Inc 160.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QSX
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 160.00 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: -197.02
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -4.98
Time value: 0.10
Break-even: 146.22
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.05
Theta: -0.02
Omega: -10.74
Rho: -0.04
 

Quote data

Open: 0.057
High: 0.090
Low: 0.054
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.67%
1 Month
  -78.81%
3 Months
  -85.17%
YTD
  -82.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.089
1M High / 1M Low: 0.550 0.089
6M High / 6M Low: 0.940 0.089
High (YTD): 2024-01-04 0.750
Low (YTD): 2024-05-15 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.507
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.09%
Volatility 6M:   174.05%
Volatility 1Y:   -
Volatility 3Y:   -