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

Frankfurt Zert./SG
2024-08-01  3:58:42 PM Chg.+0.110 Bid4:51:58 PM Ask4:51:58 PM Underlying Strike price Expiration date Option type
2.150EUR +5.39% 2.250
Bid Size: 30,000		 2.260
Ask Size: 30,000		 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: -4.51
Leverage: Yes

Calculated values

Fair value: 1.90
Intrinsic value: 1.88
Implied volatility: 0.55
Historic volatility: 0.39
Parity: 1.88
Time value: 0.16
Break-even: 90.47
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.49%
Delta: -0.78
Theta: -0.05
Omega: -3.54
Rho: -0.13
 

Quote data

Open: 1.960
High: 2.150
Low: 1.930
Previous Close: 2.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.69%
1 Month  
+26.47%
3 Months  
+338.78%
YTD  
+162.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.120 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:   2.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.878
Avg. volume 1M:   0.000
Avg. price 6M:   0.914
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.47%
Volatility 6M:   161.60%
Volatility 1Y:   -
Volatility 3Y:   -