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

EUWAX
2024-07-12  10:29:57 AM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.240EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 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: -11.91
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.11
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 0.11
Time value: 0.12
Break-even: 26.23
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 9.52%
Delta: -0.55
Theta: -0.01
Omega: -6.58
Rho: -0.03
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month
  -11.11%
3 Months  
+14.29%
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.200
1M High / 1M Low: 0.280 0.170
6M High / 6M Low: 0.350 0.170
High (YTD): 2024-03-18 0.350
Low (YTD): 2024-07-05 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.15%
Volatility 6M:   130.59%
Volatility 1Y:   -
Volatility 3Y:   -