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Soc. Generale Put 160 EL 21.06.20.../  DE000SV41843  /

EUWAX
2024-06-07  8:57:59 AM Chg.-0.07 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
3.11EUR -2.20% -
Bid Size: -		 -
Ask Size: -		 Estee Lauder Compani... 160.00 USD 2024-06-21 Put
 

Master data

WKN: SV4184
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.04
Leverage: Yes

Calculated values

Fair value: 3.66
Intrinsic value: 3.66
Implied volatility: 0.84
Historic volatility: 0.39
Parity: 3.66
Time value: 0.01
Break-even: 111.43
Moneyness: 1.33
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.82%
Delta: -0.96
Theta: -0.05
Omega: -2.91
Rho: -0.05
 

Quote data

Open: 3.11
High: 3.11
Low: 3.11
Previous Close: 3.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.72%
1 Month  
+16.04%
3 Months  
+79.77%
YTD  
+46.70%
1 Year  
+95.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.18 3.07
1M High / 1M Low: 3.41 1.90
6M High / 6M Low: 3.47 1.24
High (YTD): 2024-01-17 3.47
Low (YTD): 2024-03-14 1.24
52W High: 2023-11-01 5.28
52W Low: 2023-06-19 0.99
Avg. price 1W:   3.12
Avg. volume 1W:   0.00
Avg. price 1M:   2.71
Avg. volume 1M:   0.00
Avg. price 6M:   2.31
Avg. volume 6M:   0.00
Avg. price 1Y:   2.31
Avg. volume 1Y:   0.00
Volatility 1M:   128.03%
Volatility 6M:   165.00%
Volatility 1Y:   144.23%
Volatility 3Y:   -