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Soc. Generale Put 20 BATS 20.09.2.../  DE000SW2LNF6  /

EUWAX
7/10/2024  8:39:07 AM Chg.-0.001 Bid2:09:34 PM Ask2:09:34 PM Underlying Strike price Expiration date Option type
0.003EUR -25.00% 0.002
Bid Size: 175,000		 0.020
Ask Size: 175,000		 British American Tob... 20.00 GBP 9/20/2024 Put
 

Master data

WKN: SW2LNF
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 20.00 GBP
Maturity: 9/20/2024
Issue date: 8/23/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -146.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.19
Parity: -0.57
Time value: 0.02
Break-even: 23.45
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 1.54
Spread abs.: 0.02
Spread %: 566.67%
Delta: -0.08
Theta: -0.01
Omega: -11.98
Rho: -0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -78.57%
3 Months
  -93.62%
YTD
  -96.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.004
1M High / 1M Low: 0.019 0.004
6M High / 6M Low: 0.077 0.004
High (YTD): 1/18/2024 0.077
Low (YTD): 7/9/2024 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.95%
Volatility 6M:   197.22%
Volatility 1Y:   -
Volatility 3Y:   -