OverviewChartNewsTraderScreen

Soc. Generale Put 120 EL 20.09.20.../  DE000SW38YY1  /

Frankfurt Zert./SG
2024-07-30  9:42:50 PM Chg.+0.170 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
2.120EUR +8.72% 2.080
Bid Size: 3,000		 2.090
Ask Size: 3,000		 Estee Lauder Compani... 120.00 USD 2024-09-20 Put
 

Master data

WKN: SW38YY
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.73
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 1.78
Implied volatility: 0.55
Historic volatility: 0.39
Parity: 1.78
Time value: 0.19
Break-even: 91.21
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.51%
Delta: -0.76
Theta: -0.05
Omega: -3.60
Rho: -0.13
 

Quote data

Open: 1.870
High: 2.170
Low: 1.850
Previous Close: 1.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.53%
1 Month  
+28.48%
3 Months  
+332.65%
YTD  
+158.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.050 1.950
1M High / 1M Low: 2.260 1.520
6M High / 6M Low: 2.260 0.400
High (YTD): 2024-07-18 2.260
Low (YTD): 2024-03-28 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   1.990
Avg. volume 1W:   0.000
Avg. price 1M:   1.859
Avg. volume 1M:   0.000
Avg. price 6M:   0.898
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.77%
Volatility 6M:   162.01%
Volatility 1Y:   -
Volatility 3Y:   -