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Soc. Generale Put 160 EL 20.09.20.../  DE000SV6QVS3  /

Frankfurt Zert./SG
2024-05-29  9:53:47 AM Chg.-0.080 Bid10:10:56 AM Ask10:10:56 AM Underlying Strike price Expiration date Option type
3.150EUR -2.48% 3.160
Bid Size: 2,000		 3.450
Ask Size: 2,000		 Estee Lauder Compani... 160.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QVS
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies 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: -3.57
Leverage: Yes

Calculated values

Fair value: 3.18
Intrinsic value: 3.13
Implied volatility: 0.43
Historic volatility: 0.39
Parity: 3.13
Time value: 0.12
Break-even: 114.95
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.62%
Delta: -0.79
Theta: -0.02
Omega: -2.83
Rho: -0.39
 

Quote data

Open: 3.160
High: 3.160
Low: 3.140
Previous Close: 3.230
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.38%
1 Month  
+47.89%
3 Months  
+49.29%
YTD  
+32.35%
1 Year  
+105.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.240 2.880
1M High / 1M Low: 3.240 2.130
6M High / 6M Low: 3.620 1.690
High (YTD): 2024-01-17 3.620
Low (YTD): 2024-03-13 1.690
52W High: 2023-11-01 5.360
52W Low: 2023-06-19 1.210
Avg. price 1W:   3.152
Avg. volume 1W:   0.000
Avg. price 1M:   2.787
Avg. volume 1M:   0.000
Avg. price 6M:   2.615
Avg. volume 6M:   0.000
Avg. price 1Y:   2.515
Avg. volume 1Y:   0.000
Volatility 1M:   124.80%
Volatility 6M:   119.08%
Volatility 1Y:   113.69%
Volatility 3Y:   -