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Soc. Generale Put 90 SY1 20.09.20.../  DE000SQ788X3  /

EUWAX
2024-06-07  12:09:53 PM Chg.+0.002 Bid12:27:49 PM Ask12:27:49 PM Underlying Strike price Expiration date Option type
0.090EUR +2.27% 0.089
Bid Size: 35,000		 0.099
Ask Size: 35,000		 SYMRISE AG INH. O.N. 90.00 EUR 2024-09-20 Put
 

Master data

WKN: SQ788X
Issuer: Société Générale
Currency: EUR
Underlying: SYMRISE AG INH. O.N.
Type: Warrant
Option type: Put
Strike price: 90.00 EUR
Maturity: 2024-09-20
Issue date: 2023-01-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -109.70
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -1.97
Time value: 0.10
Break-even: 89.00
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.82
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.10
Theta: -0.02
Omega: -11.11
Rho: -0.03
 

Quote data

Open: 0.085
High: 0.090
Low: 0.085
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -52.63%
3 Months
  -62.50%
YTD
  -79.55%
1 Year
  -89.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.086
1M High / 1M Low: 0.210 0.086
6M High / 6M Low: 0.610 0.086
High (YTD): 2024-01-23 0.610
Low (YTD): 2024-06-05 0.086
52W High: 2023-08-21 1.060
52W Low: 2024-06-05 0.086
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.327
Avg. volume 6M:   0.000
Avg. price 1Y:   0.558
Avg. volume 1Y:   0.000
Volatility 1M:   129.96%
Volatility 6M:   147.54%
Volatility 1Y:   119.11%
Volatility 3Y:   -