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Soc. Generale Put 90 PM 20.09.202.../  DE000SV6QZQ8  /

Frankfurt Zert./SG
5/20/2024  9:41:37 PM Chg.0.000 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 10,000		 0.130
Ask Size: 10,000		 Philip Morris Intern... 90.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QZQ
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -70.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.15
Parity: -0.90
Time value: 0.13
Break-even: 81.48
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.18
Theta: -0.01
Omega: -12.64
Rho: -0.06
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.64%
3 Months
  -74.47%
YTD
  -73.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.310 0.110
6M High / 6M Low: 0.660 0.110
High (YTD): 2/13/2024 0.590
Low (YTD): 5/16/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.32%
Volatility 6M:   142.55%
Volatility 1Y:   -
Volatility 3Y:   -