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

EUWAX
6/20/2024  8:30:30 AM Chg.-0.006 Bid11:28:37 AM Ask11:28:37 AM Underlying Strike price Expiration date Option type
0.085EUR -6.59% 0.090
Bid Size: 10,000		 0.100
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: -96.13
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.15
Parity: -1.05
Time value: 0.10
Break-even: 82.76
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 11.36%
Delta: -0.15
Theta: -0.01
Omega: -14.17
Rho: -0.04
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.091
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.97%
1 Month
  -22.73%
3 Months
  -68.52%
YTD
  -80.68%
1 Year
  -87.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.078
1M High / 1M Low: 0.130 0.066
6M High / 6M Low: 0.540 0.066
High (YTD): 2/16/2024 0.540
Low (YTD): 6/7/2024 0.066
52W High: 10/27/2023 0.920
52W Low: 6/7/2024 0.066
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   0.476
Avg. volume 1Y:   0.000
Volatility 1M:   198.78%
Volatility 6M:   162.30%
Volatility 1Y:   132.25%
Volatility 3Y:   -