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Soc. Generale Put 90 PM 20.09.202.../  DE000SV6QZQ8  /

Frankfurt Zert./SG
2024-05-28  12:17:02 PM Chg.-0.010 Bid12:19:42 PM Ask12:19:42 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.120
Bid Size: 10,000		 0.130
Ask Size: 10,000		 Philip Morris Intern... 90.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QZQ
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 90.00 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: -70.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.91
Time value: 0.13
Break-even: 81.56
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.18
Theta: -0.01
Omega: -12.65
Rho: -0.06
 

Quote data

Open: 0.120
High: 0.120
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -56.00%
3 Months
  -76.60%
YTD
  -75.56%
1 Year
  -88.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.240 0.100
6M High / 6M Low: 0.660 0.100
High (YTD): 2024-02-13 0.590
Low (YTD): 2024-05-22 0.100
52W High: 2023-05-31 0.960
52W Low: 2024-05-22 0.100
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   0.528
Avg. volume 1Y:   0.000
Volatility 1M:   172.85%
Volatility 6M:   151.32%
Volatility 1Y:   123.07%
Volatility 3Y:   -