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Soc. Generale Put 30 FRE 20.06.20.../  DE000SW2BGN5  /

Frankfurt Zert./SG
9/10/2024  9:59:33 AM Chg.0.000 Bid9/10/2024 Ask9/10/2024 Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.150
Bid Size: 100,000		 0.160
Ask Size: 100,000		 FRESENIUS SE+CO.KGAA... 30.00 - 6/20/2025 Put
 

Master data

WKN: SW2BGN
Issuer: Société Générale
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Put
Strike price: 30.00 -
Maturity: 6/20/2025
Issue date: 8/16/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -21.02
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.23
Parity: -0.36
Time value: 0.16
Break-even: 28.40
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.25
Theta: 0.00
Omega: -5.35
Rho: -0.08
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -42.31%
3 Months
  -50.00%
YTD
  -66.67%
1 Year
  -70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.150
1M High / 1M Low: 0.260 0.150
6M High / 6M Low: 0.630 0.150
High (YTD): 3/25/2024 0.630
Low (YTD): 9/9/2024 0.150
52W High: 10/31/2023 0.710
52W Low: 9/9/2024 0.150
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.366
Avg. volume 6M:   12.500
Avg. price 1Y:   0.444
Avg. volume 1Y:   6.275
Volatility 1M:   66.58%
Volatility 6M:   83.48%
Volatility 1Y:   77.11%
Volatility 3Y:   -