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Soc. Generale Put 80 BNR 21.06.20.../  DE000SV6BMY2  /

Frankfurt Zert./SG
2024-06-14  9:51:17 PM Chg.+0.080 Bid2024-06-14 Ask2024-06-14 Underlying Strike price Expiration date Option type
1.460EUR +5.80% 1.460
Bid Size: 3,000		 1.550
Ask Size: 3,000		 BRENNTAG SE NA O.N. 80.00 EUR 2024-06-21 Put
 

Master data

WKN: SV6BMY
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -4.30
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.50
Implied volatility: 0.93
Historic volatility: 0.19
Parity: 1.50
Time value: 0.01
Break-even: 64.90
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.67%
Delta: -0.95
Theta: -0.06
Omega: -4.10
Rho: -0.01
 

Quote data

Open: 1.470
High: 1.560
Low: 1.460
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.39%
1 Month  
+26.96%
3 Months  
+192.00%
YTD  
+294.59%
1 Year  
+16.80%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.320
1M High / 1M Low: 1.500 1.150
6M High / 6M Low: 1.500 0.260
High (YTD): 2024-06-03 1.500
Low (YTD): 2024-03-01 0.260
52W High: 2023-08-04 1.510
52W Low: 2024-03-01 0.260
Avg. price 1W:   1.394
Avg. volume 1W:   0.000
Avg. price 1M:   1.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.658
Avg. volume 6M:   0.000
Avg. price 1Y:   0.878
Avg. volume 1Y:   0.000
Volatility 1M:   91.50%
Volatility 6M:   206.44%
Volatility 1Y:   155.68%
Volatility 3Y:   -