Soc. Generale Put 11.83 F 20.09.2024
/ DE000SV6QVZ8
Soc. Generale Put 11.83 F 20.09.2.../ DE000SV6QVZ8 /
2024-05-28 10:46:09 AM |
Chg.-0.010 |
Bid2024-05-28 |
Ask2024-05-28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
-1.61% |
0.610 Bid Size: 5,000 |
0.660 Ask Size: 5,000 |
Ford Motor Company |
11.83 USD |
2024-09-20 |
Put |
Master data
WKN: |
SV6QVZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.83 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-24 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1.01 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.30 |
Parity: |
-0.31 |
Time value: |
0.66 |
Break-even: |
10.24 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-6.57 |
Rho: |
-0.02 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.580 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.15% |
1 Month |
|
|
-3.17% |
3 Months |
|
|
-33.70% |
YTD |
|
|
-45.54% |
1 Year |
|
|
-67.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.620 |
1M High / 1M Low: |
0.830 |
0.600 |
6M High / 6M Low: |
2.200 |
0.520 |
High (YTD): |
2024-01-18 |
1.770 |
Low (YTD): |
2024-04-03 |
0.520 |
52W High: |
2023-10-30 |
2.730 |
52W Low: |
2024-04-03 |
0.520 |
Avg. price 1W: |
|
0.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.680 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.070 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.316 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
137.01% |
Volatility 6M: |
|
151.79% |
Volatility 1Y: |
|
129.08% |
Volatility 3Y: |
|
- |