Soc. Generale Put 13.8 F 20.09.2024
/ DE000SV690Z9
Soc. Generale Put 13.8 F 20.09.20.../ DE000SV690Z9 /
| 2024-05-28 9:07:05 AM |
Chg.-0.02 |
Bid6:20:15 PM |
Ask6:20:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-1.14% |
2.01
Bid Size: 45,000 |
2.02
Ask Size: 45,000 |
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: |
-6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
1.53 |
| Time value: |
0.31 |
| Break-even: |
10.89 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.55% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-4.14 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.68% |
| 3 Months |
|
|
-18.69% |
| YTD |
|
|
-19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.74 |
| 1M High / 1M Low: |
1.90 |
1.56 |
| 6M High / 6M Low: |
3.68 |
1.18 |
| High (YTD): |
2024-01-18 |
3.16 |
| Low (YTD): |
2024-04-04 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.98% |
| Volatility 6M: |
|
119.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
