Soc. Generale Put 200 EL 20.09.2024
/ DE000SV6QVU9
Soc. Generale Put 200 EL 20.09.20.../ DE000SV6QVU9 /
2024-06-03 9:38:59 PM |
Chg.-0.130 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.940EUR |
-1.84% |
6.930 Bid Size: 2,000 |
6.960 Ask Size: 2,000 |
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: |
-1.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.06 |
Intrinsic value: |
7.06 |
Implied volatility: |
0.65 |
Historic volatility: |
0.39 |
Parity: |
7.06 |
Time value: |
0.01 |
Break-even: |
113.59 |
Moneyness: |
1.62 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.03 |
Spread %: |
0.43% |
Delta: |
-0.88 |
Theta: |
-0.02 |
Omega: |
-1.41 |
Rho: |
-0.51 |
Quote data
Open: |
6.790 |
High: |
7.040 |
Low: |
6.790 |
Previous Close: |
7.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.43% |
1 Month |
|
|
+11.76% |
3 Months |
|
|
+42.80% |
YTD |
|
|
+39.36% |
1 Year |
|
|
+114.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.330 |
6.710 |
1M High / 1M Low: |
7.330 |
5.670 |
6M High / 6M Low: |
7.330 |
4.170 |
High (YTD): |
2024-05-30 |
7.330 |
Low (YTD): |
2024-03-13 |
4.170 |
52W High: |
2023-11-01 |
8.960 |
52W Low: |
2023-06-19 |
2.470 |
Avg. price 1W: |
|
7.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.479 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.628 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.224 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
54.48% |
Volatility 6M: |
|
81.48% |
Volatility 1Y: |
|
82.24% |
Volatility 3Y: |
|
- |