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Soc. Generale Put 15 SZU 20.09.20.../  DE000SW1ZDX2  /

Frankfurt Zert./SG
13/09/2024  14:26:59 Chg.+0.110 Bid15:01:06 Ask15:01:06 Underlying Strike price Expiration date Option type
2.870EUR +3.99% 2.860
Bid Size: 1,100		 2.940
Ask Size: 1,100		 SUEDZUCKER AG O.N. 15.00 EUR 20/09/2024 Put
 

Master data

WKN: SW1ZDX
Issuer: Société Générale
Currency: EUR
Underlying: SUEDZUCKER AG O.N.
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -4.13
Leverage: Yes

Calculated values

Fair value: 2.90
Intrinsic value: 2.90
Implied volatility: 0.96
Historic volatility: 0.21
Parity: 2.90
Time value: 0.03
Break-even: 12.07
Moneyness: 1.24
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.08
Spread %: 2.81%
Delta: -0.94
Theta: -0.01
Omega: -3.88
Rho: 0.00
 

Quote data

Open: 2.730
High: 2.880
Low: 2.730
Previous Close: 2.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.74%
1 Month
  -4.97%
3 Months  
+47.18%
YTD  
+55.14%
1 Year  
+64.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.760 2.600
1M High / 1M Low: 3.100 2.590
6M High / 6M Low: 3.190 1.560
High (YTD): 05/08/2024 3.190
Low (YTD): 05/06/2024 1.560
52W High: 05/08/2024 3.190
52W Low: 05/06/2024 1.560
Avg. price 1W:   2.672
Avg. volume 1W:   0.000
Avg. price 1M:   2.794
Avg. volume 1M:   0.000
Avg. price 6M:   2.395
Avg. volume 6M:   0.000
Avg. price 1Y:   2.275
Avg. volume 1Y:   0.000
Volatility 1M:   56.44%
Volatility 6M:   91.71%
Volatility 1Y:   89.61%
Volatility 3Y:   -