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Soc. Generale Put 80 NEE 21.06.20.../  DE000SV4MRE5  /

Frankfurt Zert./SG
2024-05-13  9:54:25 AM Chg.-0.020 Bid10:16:13 AM Ask10:16:13 AM Underlying Strike price Expiration date Option type
0.600EUR -3.23% 0.620
Bid Size: 10,000		 0.710
Ask Size: 10,000		 NextEra Energy Inc 80.00 USD 2024-06-21 Put
 

Master data

WKN: SV4MRE
Issuer: Société Générale
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Put
Strike price: 80.00 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: -10.38
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.58
Implied volatility: 0.34
Historic volatility: 0.26
Parity: 0.58
Time value: 0.08
Break-even: 67.68
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.54%
Delta: -0.74
Theta: -0.03
Omega: -7.66
Rho: -0.06
 

Quote data

Open: 0.590
High: 0.600
Low: 0.590
Previous Close: 0.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.23%
1 Month
  -62.03%
3 Months
  -74.58%
YTD
  -64.29%
1 Year
  -27.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.600
1M High / 1M Low: 1.740 0.600
6M High / 6M Low: 2.420 0.600
High (YTD): 2024-02-13 2.360
Low (YTD): 2024-05-09 0.600
52W High: 2023-10-09 2.950
52W Low: 2024-05-09 0.600
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   1.174
Avg. volume 1M:   0.000
Avg. price 6M:   1.801
Avg. volume 6M:   0.000
Avg. price 1Y:   1.582
Avg. volume 1Y:   0.000
Volatility 1M:   105.23%
Volatility 6M:   85.63%
Volatility 1Y:   92.87%
Volatility 3Y:   -