Soc. Generale Put 15 ENI 19.09.20.../  DE000SW2VNN9  /

EUWAX
2024-07-26  9:58:39 AM Chg.-0.350 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.750EUR -31.82% -
Bid Size: -
-
Ask Size: -
ENI S.P.A. 15.00 EUR 2024-09-19 Put
 

Master data

WKN: SW2VNN
Issuer: Société Générale
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 2024-09-19
Issue date: 2023-08-30
Last trading day: 2024-09-18
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -21.00
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.51
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 0.51
Time value: 0.18
Break-even: 14.31
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 6.15%
Delta: -0.64
Theta: 0.00
Omega: -13.40
Rho: -0.01
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 1.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.88%
1 Month
  -13.79%
3 Months  
+15.38%
YTD
  -17.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.750
1M High / 1M Low: 1.100 0.640
6M High / 6M Low: 1.500 0.550
High (YTD): 2024-06-17 1.500
Low (YTD): 2024-04-11 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.988
Avg. volume 1W:   0.000
Avg. price 1M:   0.864
Avg. volume 1M:   0.000
Avg. price 6M:   0.956
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.89%
Volatility 6M:   184.04%
Volatility 1Y:   -
Volatility 3Y:   -