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Soc. Generale Put 350 LOR 20.09.2.../  DE000SW1ZSG5  /

EUWAX
09/08/2024  08:12:03 Chg.+0.010 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.220EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 350.00 - 20/09/2024 Put
 

Master data

WKN: SW1ZSG
Issuer: Société Générale
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Put
Strike price: 350.00 -
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -153.10
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -3.28
Time value: 0.25
Break-even: 347.50
Moneyness: 0.91
Premium: 0.09
Premium p.a.: 1.19
Spread abs.: 0.01
Spread %: 4.17%
Delta: -0.14
Theta: -0.09
Omega: -21.14
Rho: -0.06
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+10.00%
3 Months     0.00%
YTD
  -69.44%
1 Year
  -87.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.210
1M High / 1M Low: 0.380 0.140
6M High / 6M Low: 0.660 0.110
High (YTD): 17/01/2024 0.920
Low (YTD): 10/06/2024 0.110
52W High: 20/10/2023 2.150
52W Low: 10/06/2024 0.110
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   0.829
Avg. volume 1Y:   0.000
Volatility 1M:   485.73%
Volatility 6M:   276.59%
Volatility 1Y:   207.76%
Volatility 3Y:   -