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Soc. Generale Put 15.77 F 21.06.2.../  DE000SV73MM0  /

Frankfurt Zert./SG
2024-06-05  9:12:37 AM Chg.-0.170 Bid9:39:52 AM Ask9:39:52 AM Underlying Strike price Expiration date Option type
3.340EUR -4.84% 3.310
Bid Size: 1,000		 3.590
Ask Size: 1,000		 Ford Motor Company 15.77 USD 2024-06-21 Put
 

Master data

WKN: SV73MM
Issuer: Société Générale
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Put
Strike price: 15.77 USD
Maturity: 2024-06-21
Issue date: 2023-06-29
Last trading day: 2024-06-20
Ratio: 1:1.01
Exercise type: American
Quanto: No
Gearing: -3.20
Leverage: Yes

Calculated values

Fair value: 3.49
Intrinsic value: 3.49
Implied volatility: 0.79
Historic volatility: 0.29
Parity: 3.49
Time value: 0.02
Break-even: 11.03
Moneyness: 1.31
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 0.86%
Delta: -0.94
Theta: -0.01
Omega: -3.00
Rho: -0.01
 

Quote data

Open: 3.330
High: 3.340
Low: 3.330
Previous Close: 3.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.44%
1 Month  
+1.21%
3 Months  
+6.37%
YTD
  -3.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.950 3.310
1M High / 1M Low: 3.950 3.130
6M High / 6M Low: 5.030 2.300
High (YTD): 2024-01-18 4.770
Low (YTD): 2024-04-03 2.300
52W High: - -
52W Low: - -
Avg. price 1W:   3.592
Avg. volume 1W:   0.000
Avg. price 1M:   3.410
Avg. volume 1M:   0.000
Avg. price 6M:   3.554
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.73%
Volatility 6M:   98.95%
Volatility 1Y:   -
Volatility 3Y:   -