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Soc. Generale Put 16 WBA 20.09.20.../  DE000SW380W3  /

EUWAX
01/08/2024  08:13:23 Chg.+0.020 Bid10:40:51 Ask10:40:51 Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.400
Bid Size: 25,000		 0.410
Ask Size: 25,000		 Walgreens Boots Alli... 16.00 USD 20/09/2024 Put
 

Master data

WKN: SW380W
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 16.00 USD
Maturity: 20/09/2024
Issue date: 03/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.61
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.92
Historic volatility: 0.41
Parity: 0.38
Time value: 0.04
Break-even: 10.58
Moneyness: 1.35
Premium: 0.04
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 2.44%
Delta: -0.76
Theta: -0.01
Omega: -1.98
Rho: -0.02
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month  
+8.11%
3 Months  
+344.44%
YTD  
+640.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.480 0.370
6M High / 6M Low: 0.480 0.053
High (YTD): 10/07/2024 0.480
Low (YTD): 09/01/2024 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.47%
Volatility 6M:   298.68%
Volatility 1Y:   -
Volatility 3Y:   -