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Soc. Generale Put 45 MO 20.09.202.../  DE000SV6QSE9  /

EUWAX
2024-06-20  1:56:57 PM Chg.0.000 Bid3:43:14 PM Ask3:43:14 PM Underlying Strike price Expiration date Option type
0.180EUR 0.00% 0.170
Bid Size: 250,000		 0.180
Ask Size: 250,000		 Altria Group Inc 45.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QSE
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.16
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.02
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.02
Time value: 0.16
Break-even: 40.07
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.46
Theta: -0.01
Omega: -10.68
Rho: -0.05
 

Quote data

Open: 0.160
High: 0.180
Low: 0.160
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.88%
1 Month  
+20.00%
3 Months
  -40.00%
YTD
  -68.97%
1 Year
  -63.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.160
1M High / 1M Low: 0.210 0.130
6M High / 6M Low: 0.640 0.130
High (YTD): 2024-03-05 0.640
Low (YTD): 2024-06-07 0.130
52W High: 2023-10-27 0.750
52W Low: 2024-06-07 0.130
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.454
Avg. volume 1Y:   0.000
Volatility 1M:   184.33%
Volatility 6M:   129.18%
Volatility 1Y:   113.64%
Volatility 3Y:   -