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

EUWAX
12/08/2024  08:55:13 Chg.-0.010 Bid17:50:38 Ask17:50:38 Underlying Strike price Expiration date Option type
0.380EUR -2.56% 0.390
Bid Size: 7,700		 0.430
Ask Size: 7,700		 Bhp Group Limited OR... 24.00 GBP 20/09/2024 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: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.03
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.61
Historic volatility: 0.23
Parity: 0.33
Time value: 0.08
Break-even: 23.95
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.50%
Delta: -0.70
Theta: -0.02
Omega: -4.19
Rho: -0.02
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.39%
1 Month  
+58.33%
3 Months  
+52.00%
YTD  
+111.11%
1 Year
  -9.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.460 0.240
6M High / 6M Low: 0.460 0.170
High (YTD): 05/08/2024 0.460
Low (YTD): 05/07/2024 0.170
52W High: 22/08/2023 0.500
52W Low: 05/07/2024 0.170
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.274
Avg. volume 6M:   0.000
Avg. price 1Y:   0.299
Avg. volume 1Y:   0.000
Volatility 1M:   152.40%
Volatility 6M:   140.74%
Volatility 1Y:   116.49%
Volatility 3Y:   -