Soc. Generale Put 90 MCHP 21.06.2024
/ DE000SV691V6
Soc. Generale Put 90 MCHP 21.06.2.../ DE000SV691V6 /
2024-06-06 9:22:37 AM |
Chg.-0.026 |
Bid6:53:40 PM |
Ask6:53:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.065EUR |
-28.57% |
0.110 Bid Size: 175,000 |
0.120 Ask Size: 175,000 |
Microchip Technology... |
90.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SV691V |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Microchip Technology Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-09 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-78.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
-0.40 |
Time value: |
0.11 |
Break-even: |
81.67 |
Moneyness: |
0.95 |
Premium: |
0.06 |
Premium p.a.: |
2.97 |
Spread abs.: |
0.01 |
Spread %: |
13.40% |
Delta: |
-0.26 |
Theta: |
-0.07 |
Omega: |
-20.28 |
Rho: |
-0.01 |
Quote data
Open: |
0.065 |
High: |
0.065 |
Low: |
0.065 |
Previous Close: |
0.091 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.78% |
1 Month |
|
|
-78.33% |
3 Months |
|
|
-91.10% |
YTD |
|
|
-90.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.091 |
0.053 |
1M High / 1M Low: |
0.390 |
0.030 |
6M High / 6M Low: |
1.050 |
0.030 |
High (YTD): |
2024-02-14 |
1.050 |
Low (YTD): |
2024-05-23 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.627 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
512.10% |
Volatility 6M: |
|
278.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |