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Soc. Generale Put 24 BHP 20.09.20.../  DE000SW13QT0  /

Frankfurt Zert./SG
2024-09-13  9:38:01 PM Chg.-0.030 Bid2024-09-13 Ask2024-09-13 Underlying Strike price Expiration date Option type
0.430EUR -6.52% 0.430
Bid Size: 7,000		 0.480
Ask Size: 7,000		 Bhp Group Limited OR... 24.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13QT
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 24.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.21
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.45
Implied volatility: 1.03
Historic volatility: 0.22
Parity: 0.45
Time value: 0.01
Break-even: 23.84
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 2.22%
Delta: -0.89
Theta: -0.05
Omega: -4.63
Rho: 0.00
 

Quote data

Open: 0.450
High: 0.470
Low: 0.430
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.56%
1 Month     0.00%
3 Months  
+59.26%
YTD  
+138.89%
1 Year  
+30.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.430
1M High / 1M Low: 0.570 0.370
6M High / 6M Low: 0.570 0.170
High (YTD): 2024-09-10 0.570
Low (YTD): 2024-05-21 0.170
52W High: 2024-09-10 0.570
52W Low: 2024-05-21 0.170
Avg. price 1W:   0.504
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   138.43%
Volatility 6M:   131.87%
Volatility 1Y:   113.69%
Volatility 3Y:   -