Soc. Generale Put 200 EL 20.09.2024
/ DE000SV6QVU9
Soc. Generale Put 200 EL 20.09.20.../ DE000SV6QVU9 /
2024-05-28 9:35:48 PM |
Chg.+0.130 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.840EUR |
+1.94% |
- Bid Size: - |
- Ask Size: - |
Estee Lauder Compani... |
200.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SV6QVU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 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: |
-1.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.81 |
Intrinsic value: |
6.81 |
Implied volatility: |
0.68 |
Historic volatility: |
0.40 |
Parity: |
6.81 |
Time value: |
0.10 |
Break-even: |
115.04 |
Moneyness: |
1.59 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
0.44% |
Delta: |
-0.84 |
Theta: |
-0.03 |
Omega: |
-1.41 |
Rho: |
-0.52 |
Quote data
Open: |
6.620 |
High: |
6.930 |
Low: |
6.580 |
Previous Close: |
6.710 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+6.38% |
1 Month |
|
|
+34.12% |
3 Months |
|
|
+39.59% |
YTD |
|
|
+37.35% |
1 Year |
|
|
+130.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.850 |
6.430 |
1M High / 1M Low: |
6.850 |
5.100 |
6M High / 6M Low: |
6.850 |
4.170 |
High (YTD): |
2024-05-23 |
6.850 |
Low (YTD): |
2024-03-13 |
4.170 |
52W High: |
2023-11-01 |
8.960 |
52W Low: |
2023-06-19 |
2.470 |
Avg. price 1W: |
|
6.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.612 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.162 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
81.77% |
Volatility 6M: |
|
82.32% |
Volatility 1Y: |
|
82.98% |
Volatility 3Y: |
|
- |