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Soc. Generale Put 180 EL 20.09.20.../  DE000SV6QVT1  /

EUWAX
2024-06-24  8:28:50 AM Chg.-0.10 Bid8:58:42 AM Ask8:58:42 AM Underlying Strike price Expiration date Option type
5.94EUR -1.66% 5.94
Bid Size: 2,000		 6.41
Ask Size: 2,000		 Estee Lauder Compani... 180.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QVT
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 180.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.72
Leverage: Yes

Calculated values

Fair value: 6.19
Intrinsic value: 6.19
Implied volatility: 0.65
Historic volatility: 0.39
Parity: 6.19
Time value: 0.01
Break-even: 106.35
Moneyness: 1.58
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 0.49%
Delta: -0.89
Theta: -0.02
Omega: -1.53
Rho: -0.39
 

Quote data

Open: 5.94
High: 5.94
Low: 5.94
Previous Close: 6.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.34%
1 Month  
+24.27%
3 Months  
+73.18%
YTD  
+67.80%
1 Year  
+182.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.24 5.83
1M High / 1M Low: 6.24 4.78
6M High / 6M Low: 6.24 2.72
High (YTD): 2024-06-20 6.24
Low (YTD): 2024-03-14 2.72
52W High: 2023-11-01 7.09
52W Low: 2023-07-04 1.86
Avg. price 1W:   6.06
Avg. volume 1W:   0.00
Avg. price 1M:   5.38
Avg. volume 1M:   0.00
Avg. price 6M:   4.13
Avg. volume 6M:   0.00
Avg. price 1Y:   3.95
Avg. volume 1Y:   0.00
Volatility 1M:   57.23%
Volatility 6M:   99.81%
Volatility 1Y:   96.22%
Volatility 3Y:   -