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

Frankfurt Zert./SG
5/16/2024  9:36:38 PM Chg.-0.020 Bid9:58:27 PM Ask9:58:27 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.130
Bid Size: 10,000		 0.140
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: -170.12
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -1.77
Time value: 0.14
Break-even: 219.02
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.19
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.14
Theta: -0.05
Omega: -24.07
Rho: -0.03
 

Quote data

Open: 0.110
High: 0.140
Low: 0.110
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -52.00%
3 Months
  -91.18%
YTD
  -87.37%
1 Year
  -96.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.072
1M High / 1M Low: 0.270 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: 6/1/2023 3.530
52W Low: 3/28/2024 0.040
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.758
Avg. volume 6M:   0.000
Avg. price 1Y:   1.349
Avg. volume 1Y:   3.906
Volatility 1M:   431.88%
Volatility 6M:   490.68%
Volatility 1Y:   353.69%
Volatility 3Y:   -