Soc. Generale Put 13.8 F 20.09.2024
/ DE000SV690Z9
Soc. Generale Put 13.8 F 20.09.20.../ DE000SV690Z9 /
| 6/20/2024 9:20:44 AM |
Chg.-0.02 |
Bid6:41:53 PM |
Ask6:41:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-0.97% |
2.15
Bid Size: 45,000 |
2.16
Ask Size: 45,000 |
Ford Motor Company |
13.80 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1.01 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
1.91 |
| Time value: |
0.22 |
| Break-even: |
10.74 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-3.82 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.64% |
| 1 Month |
|
|
+20.59% |
| 3 Months |
|
|
+6.22% |
| YTD |
|
|
-5.09% |
| 1 Year |
|
|
+6.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.82 |
| 1M High / 1M Low: |
2.26 |
1.61 |
| 6M High / 6M Low: |
3.16 |
1.18 |
| High (YTD): |
1/18/2024 |
3.16 |
| Low (YTD): |
4/4/2024 |
1.18 |
| 52W High: |
10/30/2023 |
4.28 |
| 52W Low: |
4/4/2024 |
1.18 |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.36 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
129.68% |
| Volatility 6M: |
|
125.94% |
| Volatility 1Y: |
|
109.36% |
| Volatility 3Y: |
|
- |
