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Soc. Generale Put 50 MO 20.09.202.../  DE000SV6QSF6  /

EUWAX
2024-06-18  8:29:38 AM Chg.-0.040 Bid6:43:02 PM Ask6:43:02 PM Underlying Strike price Expiration date Option type
0.530EUR -7.02% 0.530
Bid Size: 150,000		 0.540
Ask Size: 150,000		 Altria Group Inc 50.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QSF
Issuer: Société Générale
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Put
Strike price: 50.00 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: -7.71
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.49
Time value: 0.05
Break-even: 41.16
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.89%
Delta: -0.74
Theta: -0.01
Omega: -5.69
Rho: -0.09
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.22%
1 Month  
+8.16%
3 Months
  -25.35%
YTD
  -45.36%
1 Year
  -30.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.460
1M High / 1M Low: 0.580 0.430
6M High / 6M Low: 1.060 0.430
High (YTD): 2024-03-05 1.060
Low (YTD): 2024-06-05 0.430
52W High: 2023-10-27 1.150
52W Low: 2024-06-05 0.430
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   0.792
Avg. volume 6M:   0.000
Avg. price 1Y:   0.816
Avg. volume 1Y:   0.000
Volatility 1M:   99.95%
Volatility 6M:   74.83%
Volatility 1Y:   74.19%
Volatility 3Y:   -