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Soc. Generale Put 240 FDX 21.06.2.../  DE000SV48BA0  /

Frankfurt Zert./SG
6/6/2024  9:37:21 PM Chg.-0.050 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.140EUR -26.32% 0.140
Bid Size: 10,000		 0.150
Ask Size: 10,000		 FedEx Corp 240.00 USD 6/21/2024 Put
 

Master data

WKN: SV48BA
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Put
Strike price: 240.00 USD
Maturity: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -114.06
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -0.74
Time value: 0.20
Break-even: 218.71
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.67
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.26
Theta: -0.13
Omega: -29.29
Rho: -0.02
 

Quote data

Open: 0.180
High: 0.200
Low: 0.140
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -12.50%
3 Months
  -84.78%
YTD
  -85.26%
1 Year
  -95.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.150
1M High / 1M Low: 0.330 0.072
6M High / 6M Low: 1.490 0.040
High (YTD): 2/13/2024 1.490
Low (YTD): 3/28/2024 0.040
52W High: 6/6/2023 3.340
52W Low: 3/28/2024 0.040
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.186
Avg. volume 1M:   0.000
Avg. price 6M:   0.651
Avg. volume 6M:   0.000
Avg. price 1Y:   1.174
Avg. volume 1Y:   3.906
Volatility 1M:   502.63%
Volatility 6M:   507.73%
Volatility 1Y:   367.16%
Volatility 3Y:   -