OverviewChartNewsTraderScreen

Soc. Generale Put 200 ADI 20.09.2.../  DE000SV6QSZ4  /

Frankfurt Zert./SG
20/05/2024  21:47:06 Chg.-0.090 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
0.640EUR -12.33% 0.630
Bid Size: 10,000		 0.640
Ask Size: 10,000		 Analog Devices Inc 200.00 USD 20/09/2024 Put
 

Master data

WKN: SV6QSZ
Issuer: Société Générale
Currency: EUR
Underlying: Analog Devices Inc
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 20/09/2024
Issue date: 24/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.61
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -1.30
Time value: 0.74
Break-even: 176.55
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.37%
Delta: -0.30
Theta: -0.04
Omega: -7.88
Rho: -0.22
 

Quote data

Open: 0.660
High: 0.710
Low: 0.620
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.91%
1 Month
  -71.93%
3 Months
  -68.32%
YTD
  -60.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.710
1M High / 1M Low: 2.030 0.710
6M High / 6M Low: 2.560 0.710
High (YTD): 13/02/2024 2.370
Low (YTD): 15/05/2024 0.710
52W High: - -
52W Low: - -
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   1.217
Avg. volume 1M:   0.000
Avg. price 6M:   1.809
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.23%
Volatility 6M:   128.32%
Volatility 1Y:   -
Volatility 3Y:   -