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

Frankfurt Zert./SG
6/4/2024  9:38:36 PM Chg.+0.080 Bid9:58:38 PM Ask9:58:38 PM Underlying Strike price Expiration date Option type
0.290EUR +38.10% 0.270
Bid Size: 10,000		 0.280
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: -108.54
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.22
Parity: -0.79
Time value: 0.21
Break-even: 217.94
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.51
Spread abs.: 0.01
Spread %: 5.00%
Delta: -0.25
Theta: -0.12
Omega: -27.61
Rho: -0.03
 

Quote data

Open: 0.190
High: 0.320
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month  
+70.59%
3 Months
  -69.15%
YTD
  -69.47%
1 Year
  -91.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 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:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.657
Avg. volume 6M:   0.000
Avg. price 1Y:   1.186
Avg. volume 1Y:   3.906
Volatility 1M:   494.78%
Volatility 6M:   505.15%
Volatility 1Y:   365.52%
Volatility 3Y:   -