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Soc. Generale Put 90 SNW 21.06.20.../  DE000SV6F2U5  /

EUWAX
2024-06-14  8:34:33 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.190EUR - -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 90.00 - 2024-06-21 Put
 

Master data

WKN: SV6F2U
Issuer: Société Générale
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2023-05-17
Last trading day: 2024-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.59
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.15
Implied volatility: 1.06
Historic volatility: 0.25
Parity: 0.15
Time value: 0.21
Break-even: 86.40
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 72.67
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.57
Theta: -0.68
Omega: -13.95
Rho: 0.00
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.120
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+115.91%
1 Month     0.00%
3 Months
  -72.46%
YTD
  -69.35%
1 Year
  -66.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.088
1M High / 1M Low: 0.270 0.071
6M High / 6M Low: 0.820 0.071
High (YTD): 2024-04-19 0.820
Low (YTD): 2024-06-10 0.071
52W High: 2023-10-27 1.180
52W Low: 2024-06-10 0.071
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.474
Avg. volume 6M:   0.000
Avg. price 1Y:   0.514
Avg. volume 1Y:   0.000
Volatility 1M:   411.97%
Volatility 6M:   219.72%
Volatility 1Y:   275.52%
Volatility 3Y:   -