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Soc. Generale Put 15 SZU 21.06.20.../  DE000SV6DVV5  /

Frankfurt Zert./SG
2024-05-28  11:52:41 AM Chg.+0.030 Bid11:56:33 AM Ask11:56:33 AM Underlying Strike price Expiration date Option type
1.130EUR +2.73% 1.140
Bid Size: 2,700		 1.190
Ask Size: 2,700		 SUEDZUCKER AG O.N. 15.00 EUR 2024-06-21 Put
 

Master data

WKN: SV6DVV
Issuer: Société Générale
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -11.84
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.15
Implied volatility: 0.26
Historic volatility: 0.21
Parity: 1.15
Time value: 0.02
Break-even: 13.83
Moneyness: 1.08
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 4.46%
Delta: -0.87
Theta: 0.00
Omega: -10.31
Rho: -0.01
 

Quote data

Open: 1.100
High: 1.130
Low: 1.050
Previous Close: 1.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.71%
1 Month
  -40.53%
3 Months
  -45.41%
YTD
  -18.12%
1 Year
  -20.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.030
1M High / 1M Low: 1.800 0.970
6M High / 6M Low: 2.580 0.970
High (YTD): 2024-03-19 2.580
Low (YTD): 2024-05-17 0.970
52W High: 2024-03-19 2.580
52W Low: 2024-05-17 0.970
Avg. price 1W:   1.142
Avg. volume 1W:   0.000
Avg. price 1M:   1.360
Avg. volume 1M:   0.000
Avg. price 6M:   1.793
Avg. volume 6M:   0.000
Avg. price 1Y:   1.602
Avg. volume 1Y:   0.000
Volatility 1M:   139.44%
Volatility 6M:   109.68%
Volatility 1Y:   106.69%
Volatility 3Y:   -