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Soc. Generale Put 35 SZG 21.06.20.../  DE000SV6D351  /

EUWAX
2024-06-04  4:08:31 PM Chg.+0.06 Bid4:58:33 PM Ask4:58:33 PM Underlying Strike price Expiration date Option type
1.30EUR +4.84% 1.34
Bid Size: 9,000		 1.37
Ask Size: 9,000		 SALZGITTER AG O.N. 35.00 EUR 2024-06-21 Put
 

Master data

WKN: SV6D35
Issuer: Société Générale
Currency: EUR
Underlying: SALZGITTER AG O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.77
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.25
Implied volatility: 1.34
Historic volatility: 0.35
Parity: 1.25
Time value: 0.02
Break-even: 22.30
Moneyness: 1.56
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 2.42%
Delta: -0.92
Theta: -0.03
Omega: -1.62
Rho: -0.02
 

Quote data

Open: 1.24
High: 1.32
Low: 1.24
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.04%
1 Month  
+21.50%
3 Months  
+11.11%
YTD  
+64.56%
1 Year  
+60.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.24 1.14
1M High / 1M Low: 1.30 1.07
6M High / 6M Low: 1.30 0.70
High (YTD): 2024-05-13 1.30
Low (YTD): 2024-01-02 0.81
52W High: 2024-05-13 1.30
52W Low: 2023-06-14 0.64
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   1.04
Avg. volume 6M:   0.00
Avg. price 1Y:   0.98
Avg. volume 1Y:   0.00
Volatility 1M:   106.22%
Volatility 6M:   73.74%
Volatility 1Y:   70.63%
Volatility 3Y:   -