Soc. Generale Put 35 EBO 20.06.20.../  DE000SW995R8  /

EUWAX
2024-07-05  9:52:59 AM Chg.-0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.150EUR -6.25% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 35.00 EUR 2025-06-20 Put
 

Master data

WKN: SW995R
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-13
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -30.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.19
Parity: -1.12
Time value: 0.15
Break-even: 33.50
Moneyness: 0.76
Premium: 0.28
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.15
Theta: 0.00
Omega: -4.54
Rho: -0.08
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.150
1M High / 1M Low: 0.220 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -