Soc. Generale Put 13.8 F 20.09.2024
/ DE000SV690Z9
Soc. Generale Put 13.8 F 20.09.20.../ DE000SV690Z9 /
2024-05-23 9:03:45 AM |
Chg.0.00 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.81EUR |
0.00% |
- 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: |
-5.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.79 |
Intrinsic value: |
1.66 |
Implied volatility: |
0.36 |
Historic volatility: |
0.30 |
Parity: |
1.66 |
Time value: |
0.25 |
Break-even: |
10.87 |
Moneyness: |
1.15 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.53% |
Delta: |
-0.69 |
Theta: |
0.00 |
Omega: |
-4.09 |
Rho: |
-0.03 |
Quote data
Open: |
1.81 |
High: |
1.81 |
Low: |
1.81 |
Previous Close: |
1.81 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.38% |
1 Month |
|
|
+9.04% |
3 Months |
|
|
-13.40% |
YTD |
|
|
-16.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.63 |
1M High / 1M Low: |
1.90 |
1.43 |
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: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.22 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.57% |
Volatility 6M: |
|
119.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |