OverviewChartNewsTraderScreen

Soc. Generale Put 35 CMCSA 20.09..../  DE000SV6QUR7  /

EUWAX
6/20/2024  1:56:59 PM Chg.-0.001 Bid8:54:23 PM Ask8:54:23 PM Underlying Strike price Expiration date Option type
0.099EUR -1.00% 0.082
Bid Size: 800,000		 0.092
Ask Size: 800,000		 Comcast Corporation 35.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QUR
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Put
Strike price: 35.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.21
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -0.18
Time value: 0.11
Break-even: 31.47
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.31
Theta: -0.01
Omega: -9.71
Rho: -0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.099
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.26%
1 Month  
+62.30%
3 Months  
+70.69%
YTD  
+19.28%
1 Year
  -52.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.076
1M High / 1M Low: 0.100 0.050
6M High / 6M Low: 0.110 0.044
High (YTD): 4/26/2024 0.110
Low (YTD): 1/30/2024 0.044
52W High: 6/23/2023 0.210
52W Low: 1/30/2024 0.044
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   0.101
Avg. volume 1Y:   0.000
Volatility 1M:   174.72%
Volatility 6M:   190.86%
Volatility 1Y:   162.06%
Volatility 3Y:   -