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Soc. Generale Put 100 PM 20.09.20.../  DE000SV6QZR6  /

EUWAX
6/19/2024  8:29:51 AM Chg.+0.040 Bid1:50:23 PM Ask1:50:23 PM Underlying Strike price Expiration date Option type
0.330EUR +13.79% 0.330
Bid Size: 9,100		 0.360
Ask Size: 9,100		 Philip Morris Intern... 100.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QZR
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -26.94
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.12
Time value: 0.35
Break-even: 89.62
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.94%
Delta: -0.41
Theta: -0.02
Omega: -10.91
Rho: -0.11
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.00%
1 Month
  -8.33%
3 Months
  -55.41%
YTD
  -61.63%
1 Year
  -69.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.250
1M High / 1M Low: 0.430 0.230
6M High / 6M Low: 1.180 0.230
High (YTD): 2/16/2024 1.180
Low (YTD): 6/7/2024 0.230
52W High: 10/27/2023 1.510
52W Low: 6/7/2024 0.230
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.325
Avg. volume 1M:   0.000
Avg. price 6M:   0.775
Avg. volume 6M:   0.000
Avg. price 1Y:   0.918
Avg. volume 1Y:   0.000
Volatility 1M:   159.58%
Volatility 6M:   130.93%
Volatility 1Y:   109.07%
Volatility 3Y:   -