Soc. Generale Put 20 EVK 21.06.2024
/ DE000SV6DNW0
Soc. Generale Put 20 EVK 21.06.20.../ DE000SV6DNW0 /
2024-05-15 9:49:14 PM |
Chg.+0.028 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+38.89% |
0.100 Bid Size: 15,000 |
0.110 Ask Size: 15,000 |
EVONIK INDUSTRIES NA... |
20.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
SV6DNW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.21 |
Parity: |
-0.07 |
Time value: |
0.08 |
Break-even: |
19.17 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.01 |
Spread %: |
13.70% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-9.19 |
Rho: |
-0.01 |
Quote data
Open: |
0.073 |
High: |
0.100 |
Low: |
0.064 |
Previous Close: |
0.072 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.36% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-70.59% |
YTD |
|
|
-60.00% |
1 Year |
|
|
-66.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.072 |
1M High / 1M Low: |
0.200 |
0.072 |
6M High / 6M Low: |
0.380 |
0.072 |
High (YTD): |
2024-03-18 |
0.380 |
Low (YTD): |
2024-05-14 |
0.072 |
52W High: |
2023-10-25 |
0.470 |
52W Low: |
2024-05-14 |
0.072 |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.285 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.302 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
210.84% |
Volatility 6M: |
|
117.70% |
Volatility 1Y: |
|
101.45% |
Volatility 3Y: |
|
- |