Soc. Generale Put 13.8 F 20.09.2024
/ DE000SV690Z9
Soc. Generale Put 13.8 F 20.09.20.../ DE000SV690Z9 /
2024-05-27 9:47:23 PM |
Chg.-0.020 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
-1.10% |
- Bid Size: - |
- Ask Size: - |
Ford Motor Company |
13.80 USD |
2024-09-20 |
Put |
Master data
WKN: |
SV690Z |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.80 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-09 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1.01 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
1.53 |
Implied volatility: |
0.36 |
Historic volatility: |
0.30 |
Parity: |
1.53 |
Time value: |
0.29 |
Break-even: |
10.93 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.55% |
Delta: |
-0.68 |
Theta: |
0.00 |
Omega: |
-4.23 |
Rho: |
-0.03 |
Quote data
Open: |
1.760 |
High: |
1.810 |
Low: |
1.760 |
Previous Close: |
1.810 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-2.19% |
1 Month |
|
|
+11.18% |
3 Months |
|
|
-9.60% |
YTD |
|
|
-17.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.790 |
1M High / 1M Low: |
2.000 |
1.640 |
6M High / 6M Low: |
3.670 |
1.280 |
High (YTD): |
2024-01-18 |
3.150 |
Low (YTD): |
2024-04-03 |
1.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.809 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.199 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.91% |
Volatility 6M: |
|
119.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |