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Soc. Generale Put 350 ALGN 21.06..../  DE000SV4MNP0  /

Frankfurt Zert./SG
2024-05-28  9:48:23 PM Chg.+0.590 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
8.790EUR +7.20% 8.760
Bid Size: 1,000		 8.950
Ask Size: 1,000		 Align Technology Inc 350.00 USD 2024-06-21 Put
 

Master data

WKN: SV4MNP
Issuer: Société Générale
Currency: EUR
Underlying: Align Technology Inc
Type: Warrant
Option type: Put
Strike price: 350.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.67
Leverage: Yes

Calculated values

Fair value: 8.69
Intrinsic value: 8.69
Implied volatility: 0.86
Historic volatility: 0.42
Parity: 8.69
Time value: 0.13
Break-even: 234.04
Moneyness: 1.37
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.19
Spread %: 2.20%
Delta: -0.90
Theta: -0.15
Omega: -2.41
Rho: -0.20
 

Quote data

Open: 8.140
High: 8.820
Low: 8.020
Previous Close: 8.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.40%
1 Month  
+112.32%
3 Months  
+61.88%
YTD  
+12.98%
1 Year  
+4.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.100 7.820
1M High / 1M Low: 9.100 4.510
6M High / 6M Low: 12.680 3.690
High (YTD): 2024-01-03 9.340
Low (YTD): 2024-03-20 3.690
52W High: 2023-11-01 15.590
52W Low: 2024-03-20 3.690
Avg. price 1W:   8.380
Avg. volume 1W:   0.000
Avg. price 1M:   6.924
Avg. volume 1M:   0.000
Avg. price 6M:   6.961
Avg. volume 6M:   0.000
Avg. price 1Y:   7.225
Avg. volume 1Y:   0.000
Volatility 1M:   173.55%
Volatility 6M:   125.69%
Volatility 1Y:   118.30%
Volatility 3Y:   -