Soc. Generale Put 240 FDX 21.06.2024
/ DE000SV48BA0
Soc. Generale Put 240 FDX 21.06.2.../ DE000SV48BA0 /
| 2024-04-29 9:35:27 PM |
Chg.+0.020 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+13.33% |
0.150
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
FedEx Corp |
240.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SV48BA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-146.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-2.41 |
| Time value: |
0.17 |
| Break-even: |
222.45 |
| Moneyness: |
0.90 |
| Premium: |
0.10 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
-0.13 |
| Theta: |
-0.05 |
| Omega: |
-19.02 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.170 |
| Low: |
0.130 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+325.00% |
| 3 Months |
|
|
-82.65% |
| YTD |
|
|
-82.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
2.150 |
0.040 |
| High (YTD): |
2024-02-13 |
1.490 |
| Low (YTD): |
2024-03-28 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.912 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
367.86% |
| Volatility 6M: |
|
469.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
