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Soc. Generale Put 900 REGN 21.06..../  DE000SV2TWY2  /

Frankfurt Zert./SG
2024-06-07  9:46:08 PM Chg.+0.002 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.011EUR +22.22% 0.011
Bid Size: 10,000		 0.021
Ask Size: 10,000		 Regeneron Pharmaceut... 900.00 USD 2024-06-21 Put
 

Master data

WKN: SV2TWY
Issuer: Société Générale
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Put
Strike price: 900.00 USD
Maturity: 2024-06-21
Issue date: 2023-03-29
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -442.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.18
Parity: -0.95
Time value: 0.02
Break-even: 831.11
Moneyness: 0.90
Premium: 0.10
Premium p.a.: 15.46
Spread abs.: 0.01
Spread %: 90.91%
Delta: -0.07
Theta: -0.34
Omega: -29.53
Rho: -0.02
 

Quote data

Open: 0.001
High: 0.011
Low: 0.001
Previous Close: 0.009
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -73.17%
1 Month
  -87.21%
3 Months
  -95.93%
YTD
  -98.20%
1 Year
  -99.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.009
1M High / 1M Low: 0.086 0.009
6M High / 6M Low: 0.810 0.009
High (YTD): 2024-01-08 0.550
Low (YTD): 2024-06-06 0.009
52W High: 2023-07-07 1.890
52W Low: 2024-06-06 0.009
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.317
Avg. volume 6M:   0.000
Avg. price 1Y:   0.776
Avg. volume 1Y:   0.000
Volatility 1M:   633.71%
Volatility 6M:   294.09%
Volatility 1Y:   217.28%
Volatility 3Y:   -