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Soc. Generale Put 4 EZJ 20.09.202.../  DE000SW2GH87  /

Frankfurt Zert./SG
08/08/2024  15:55:05 Chg.+0.020 Bid16:18:28 Ask16:18:28 Underlying Strike price Expiration date Option type
0.200EUR +11.11% 0.200
Bid Size: 35,000		 0.220
Ask Size: 35,000		 Easyjet PLC ORD 27 2... 4.00 GBP 20/09/2024 Put
 

Master data

WKN: SW2GH8
Issuer: Société Générale
Currency: EUR
Underlying: Easyjet PLC ORD 27 2/7P
Type: Warrant
Option type: Put
Strike price: 4.00 GBP
Maturity: 20/09/2024
Issue date: 18/08/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -21.73
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.34
Parity: -0.13
Time value: 0.22
Break-even: 4.43
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.83
Spread abs.: 0.02
Spread %: 10.00%
Delta: -0.39
Theta: 0.00
Omega: -8.42
Rho: 0.00
 

Quote data

Open: 0.160
High: 0.210
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+100.00%
3 Months  
+66.67%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.200 0.055
6M High / 6M Low: 0.210 0.055
High (YTD): 03/01/2024 0.390
Low (YTD): 17/07/2024 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.143
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   408.62%
Volatility 6M:   239.62%
Volatility 1Y:   -
Volatility 3Y:   -