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Soc. Generale Put 35 WBA 20.09.20.../  DE000SV69471  /

Frankfurt Zert./SG
05/08/2024  14:09:51 Chg.-0.010 Bid14:31:24 Ask- Underlying Strike price Expiration date Option type
2.150EUR -0.46% 2.160
Bid Size: 20,000		 -
Ask Size: -		 Walgreens Boots Alli... 35.00 USD 20/09/2024 Put
 

Master data

WKN: SV6947
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 35.00 USD
Maturity: 20/09/2024
Issue date: 09/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -0.48
Leverage: Yes

Calculated values

Fair value: 2.16
Intrinsic value: 2.16
Implied volatility: 1.96
Historic volatility: 0.40
Parity: 2.16
Time value: 0.01
Break-even: 10.38
Moneyness: 3.05
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.89
Theta: -0.01
Omega: -0.43
Rho: -0.04
 

Quote data

Open: 2.150
High: 2.160
Low: 2.130
Previous Close: 2.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.94%
1 Month
  -1.38%
3 Months  
+33.54%
YTD  
+147.13%
1 Year  
+230.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.160 2.120
1M High / 1M Low: 2.230 2.120
6M High / 6M Low: 2.230 1.140
High (YTD): 09/07/2024 2.230
Low (YTD): 02/01/2024 0.870
52W High: 09/07/2024 2.230
52W Low: 07/08/2023 0.640
Avg. price 1W:   2.142
Avg. volume 1W:   0.000
Avg. price 1M:   2.166
Avg. volume 1M:   0.000
Avg. price 6M:   1.649
Avg. volume 6M:   0.000
Avg. price 1Y:   1.396
Avg. volume 1Y:   0.000
Volatility 1M:   18.88%
Volatility 6M:   56.27%
Volatility 1Y:   62.15%
Volatility 3Y:   -