OverviewChartNewsTraderScreen

Soc. Generale Put 40 MO 20.09.202.../  DE000SV6QSD1  /

EUWAX
6/19/2024  8:29:44 AM Chg.+0.001 Bid8:23:36 PM Ask8:23:36 PM Underlying Strike price Expiration date Option type
0.039EUR +2.63% 0.036
Bid Size: 20,000		 0.046
Ask Size: 20,000		 Altria Group Inc 40.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QSD
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Put
Strike price: 40.00 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: -90.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.45
Time value: 0.05
Break-even: 36.79
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 27.78%
Delta: -0.15
Theta: -0.01
Omega: -14.03
Rho: -0.02
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.038
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.41%
1 Month  
+11.43%
3 Months
  -59.79%
YTD
  -85.56%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.034
1M High / 1M Low: 0.050 0.028
6M High / 6M Low: 0.290 0.028
High (YTD): 3/5/2024 0.290
Low (YTD): 6/5/2024 0.028
52W High: 10/27/2023 0.430
52W Low: 6/5/2024 0.028
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   225.11%
Volatility 6M:   184.91%
Volatility 1Y:   154.69%
Volatility 3Y:   -