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Soc. Generale Put 60 BNP 21.06.20.../  DE000SV6DY46  /

EUWAX
14/06/2024  08:22:10 Chg.+0.058 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.130EUR +80.56% -
Bid Size: -		 -
Ask Size: -		 BNP PARIBAS INH. ... 60.00 - 21/06/2024 Put
 

Master data

WKN: SV6DY4
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 21/06/2024
Issue date: 16/05/2023
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -25.40
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.16
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 0.16
Time value: 0.07
Break-even: 57.70
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 1.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.66
Theta: -0.10
Omega: -16.81
Rho: -0.01
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.072
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+2500.00%
1 Month  
+550.00%
3 Months
  -72.92%
YTD
  -71.74%
1 Year
  -85.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.009
1M High / 1M Low: 0.130 0.004
6M High / 6M Low: 0.960 0.004
High (YTD): 14/02/2024 0.960
Low (YTD): 04/06/2024 0.004
52W High: 30/10/2023 0.980
52W Low: 04/06/2024 0.004
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.368
Avg. volume 6M:   0.000
Avg. price 1Y:   0.561
Avg. volume 1Y:   0.000
Volatility 1M:   1,365.50%
Volatility 6M:   608.39%
Volatility 1Y:   433.33%
Volatility 3Y:   -