Soc. Generale Put 50 MO 20.09.2024
/ DE000SV6QSF6
Soc. Generale Put 50 MO 20.09.202.../ DE000SV6QSF6 /
2024-05-22 8:32:13 AM |
Chg.-0.030 |
Bid9:08:47 AM |
Ask9:08:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-6.12% |
0.460 Bid Size: 10,000 |
0.470 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: |
-9.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
0.34 |
Time value: |
0.13 |
Break-even: |
41.37 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
-0.61 |
Theta: |
-0.01 |
Omega: |
-5.52 |
Rho: |
-0.10 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.54% |
1 Month |
|
|
-43.90% |
3 Months |
|
|
-53.54% |
YTD |
|
|
-52.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.480 |
1M High / 1M Low: |
0.820 |
0.480 |
6M High / 6M Low: |
1.060 |
0.480 |
High (YTD): |
2024-03-05 |
1.060 |
Low (YTD): |
2024-05-20 |
0.480 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.494 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.634 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.857 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.36% |
Volatility 6M: |
|
67.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |