OverviewChartNewsTraderScreen

Soc. Generale Put 500 ASME 21.03..../  DE000SV2H4L2  /

EUWAX
2024-06-07  9:05:27 AM Chg.+0.030 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.470EUR +6.82% -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 500.00 EUR 2025-03-21 Put
 

Master data

WKN: SV2H4L
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 500.00 EUR
Maturity: 2025-03-21
Issue date: 2023-03-23
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -188.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -45.89
Time value: 0.51
Break-even: 494.90
Moneyness: 0.52
Premium: 0.48
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 4.08%
Delta: -0.03
Theta: -0.04
Omega: -5.53
Rho: -0.26
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month
  -36.49%
3 Months
  -54.37%
YTD
  -81.12%
1 Year
  -88.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.440
1M High / 1M Low: 0.740 0.440
6M High / 6M Low: 3.130 0.440
High (YTD): 2024-01-05 3.130
Low (YTD): 2024-06-06 0.440
52W High: 2023-09-26 5.920
52W Low: 2024-06-06 0.440
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   1.360
Avg. volume 6M:   0.000
Avg. price 1Y:   2.968
Avg. volume 1Y:   0.000
Volatility 1M:   205.90%
Volatility 6M:   141.76%
Volatility 1Y:   113.21%
Volatility 3Y:   -