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Soc. Generale Put 22 BHP 20.09.20.../  DE000SW13QS2  /

Frankfurt Zert./SG
12/08/2024  20:20:49 Chg.0.000 Bid12/08/2024 Ask12/08/2024 Underlying Strike price Expiration date Option type
0.190EUR 0.00% 0.190
Bid Size: 10,000		 0.210
Ask Size: 10,000		 Bhp Group Limited OR... 22.00 GBP 20/09/2024 Put
 

Master data

WKN: SW13QS
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 22.00 GBP
Maturity: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.36
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.10
Implied volatility: 0.46
Historic volatility: 0.23
Parity: 0.10
Time value: 0.10
Break-even: 23.71
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.57
Theta: -0.02
Omega: -6.98
Rho: -0.02
 

Quote data

Open: 0.190
High: 0.210
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month  
+111.11%
3 Months  
+35.71%
YTD  
+72.73%
1 Year
  -36.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.190
1M High / 1M Low: 0.230 0.090
6M High / 6M Low: 0.230 0.074
High (YTD): 05/08/2024 0.230
Low (YTD): 04/07/2024 0.074
52W High: 22/08/2023 0.360
52W Low: 04/07/2024 0.074
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   208.15%
Volatility 6M:   175.82%
Volatility 1Y:   140.23%
Volatility 3Y:   -