Soc. Generale Put 50 MO 20.09.2024
/ DE000SV6QSF6
Soc. Generale Put 50 MO 20.09.202.../ DE000SV6QSF6 /
| 2024-05-17 9:44:56 PM |
Chg.-0.010 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
0.480
Bid Size: 10,000 |
0.490
Ask Size: 10,000 |
Altria Group Inc |
50.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QSF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Altria Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.13 |
| Break-even: |
41.01 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-5.22 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.97% |
| 1 Month |
|
|
-47.78% |
| 3 Months |
|
|
-54.81% |
| YTD |
|
|
-52.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.470 |
| 1M High / 1M Low: |
0.900 |
0.470 |
| 6M High / 6M Low: |
1.080 |
0.470 |
| High (YTD): |
2024-03-04 |
1.080 |
| Low (YTD): |
2024-05-17 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.867 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.75% |
| Volatility 6M: |
|
70.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
