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Soc. Generale Put 25 SZG 21.06.20.../  DE000SV6DT43  /

Frankfurt Zert./SG
2024-05-28  9:50:12 PM Chg.0.000 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.200EUR 0.00% 0.200
Bid Size: 10,000		 0.220
Ask Size: 10,000		 SALZGITTER AG O.N. 25.00 EUR 2024-06-21 Put
 

Master data

WKN: SV6DT4
Issuer: Société Générale
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -11.26
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.14
Implied volatility: 0.55
Historic volatility: 0.35
Parity: 0.14
Time value: 0.07
Break-even: 22.90
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 5.00%
Delta: -0.62
Theta: -0.02
Omega: -7.01
Rho: -0.01
 

Quote data

Open: 0.190
High: 0.200
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.03%
1 Month     0.00%
3 Months
  -37.50%
YTD  
+5.26%
1 Year
  -45.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.200
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: 0.350 0.160
High (YTD): 2024-03-06 0.350
Low (YTD): 2024-05-02 0.180
52W High: 2023-10-25 0.480
52W Low: 2023-12-21 0.160
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   0.298
Avg. volume 1Y:   0.000
Volatility 1M:   299.02%
Volatility 6M:   171.46%
Volatility 1Y:   139.27%
Volatility 3Y:   -