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Soc. Generale Put 110 MS 21.06.20.../  DE000SQ84P10  /

Frankfurt Zert./SG
2024-06-14  9:37:57 PM Chg.+0.010 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
1.360EUR +0.74% 1.350
Bid Size: 3,000		 1.360
Ask Size: 3,000		 Morgan Stanley 110.00 USD 2024-06-21 Put
 

Master data

WKN: SQ84P1
Issuer: Société Générale
Currency: EUR
Underlying: Morgan Stanley
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-06-21
Issue date: 2023-02-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.38
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.38
Implied volatility: 0.65
Historic volatility: 0.22
Parity: 1.38
Time value: 0.01
Break-even: 88.54
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.72%
Delta: -0.94
Theta: -0.06
Omega: -6.00
Rho: -0.02
 

Quote data

Open: 1.300
High: 1.450
Low: 1.300
Previous Close: 1.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.24%
1 Month  
+40.21%
3 Months
  -29.53%
YTD
  -11.69%
1 Year
  -35.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.170
1M High / 1M Low: 1.350 0.760
6M High / 6M Low: 2.480 0.760
High (YTD): 2024-01-18 2.480
Low (YTD): 2024-05-21 0.760
52W High: 2023-10-27 3.830
52W Low: 2024-05-21 0.760
Avg. price 1W:   1.280
Avg. volume 1W:   0.000
Avg. price 1M:   1.084
Avg. volume 1M:   0.000
Avg. price 6M:   1.745
Avg. volume 6M:   0.000
Avg. price 1Y:   2.153
Avg. volume 1Y:   0.000
Volatility 1M:   145.24%
Volatility 6M:   114.55%
Volatility 1Y:   98.02%
Volatility 3Y:   -