Soc. Generale Put 400 ALGN 21.06.2024
/ DE000SV4R4N4
Soc. Generale Put 400 ALGN 21.06..../ DE000SV4R4N4 /
| 2024-05-28 3:58:09 PM |
Chg.+0.480 |
Bid5:09:56 PM |
Ask5:09:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.280EUR |
+3.75% |
13.250
Bid Size: 10,000 |
13.440
Ask Size: 10,000 |
Align Technology Inc |
400.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SV4R4N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.29 |
| Intrinsic value: |
13.29 |
| Implied volatility: |
1.13 |
| Historic volatility: |
0.42 |
| Parity: |
13.29 |
| Time value: |
0.14 |
| Break-even: |
233.98 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.19 |
| Spread %: |
1.44% |
| Delta: |
-0.92 |
| Theta: |
-0.18 |
| Omega: |
-1.61 |
| Rho: |
-0.23 |
Quote data
| Open: |
12.720 |
| High: |
13.280 |
| Low: |
12.630 |
| Previous Close: |
12.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.36% |
| 1 Month |
|
|
+57.35% |
| 3 Months |
|
|
+43.26% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
+12.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.720 |
12.370 |
| 1M High / 1M Low: |
13.720 |
8.890 |
| 6M High / 6M Low: |
17.120 |
6.980 |
| High (YTD): |
2024-05-23 |
13.720 |
| Low (YTD): |
2024-03-20 |
6.980 |
| 52W High: |
2023-11-01 |
20.320 |
| 52W Low: |
2023-09-04 |
6.210 |
| Avg. price 1W: |
|
12.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.995 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
10.833 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
104.14% |
| Volatility 6M: |
|
89.04% |
| Volatility 1Y: |
|
91.90% |
| Volatility 3Y: |
|
- |
