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Soc. Generale Put 400 ASME 19.09..../  DE000SW3B5G2  /

Frankfurt Zert./SG
08/11/2024  17:33:23 Chg.+0.020 Bid17:56:05 Ask17:56:05 Underlying Strike price Expiration date Option type
0.950EUR +2.15% 0.940
Bid Size: 4,000		 1.000
Ask Size: 4,000		 ASML HOLDING EO -... 400.00 EUR 19/09/2025 Put
 

Master data

WKN: SW3B5G
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 400.00 EUR
Maturity: 19/09/2025
Issue date: 11/09/2023
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -63.10
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.39
Parity: -22.47
Time value: 0.99
Break-even: 390.10
Moneyness: 0.64
Premium: 0.38
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 2.06%
Delta: -0.08
Theta: -0.05
Omega: -4.90
Rho: -0.50
 

Quote data

Open: 0.910
High: 1.030
Low: 0.910
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.22%
1 Month  
+14.46%
3 Months     0.00%
YTD
  -48.09%
1 Year
  -66.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.930
1M High / 1M Low: 1.150 0.670
6M High / 6M Low: 1.450 0.350
High (YTD): 05/01/2024 2.210
Low (YTD): 12/07/2024 0.350
52W High: 09/11/2023 2.820
52W Low: 12/07/2024 0.350
Avg. price 1W:   1.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.923
Avg. volume 1M:   0.000
Avg. price 6M:   0.732
Avg. volume 6M:   0.000
Avg. price 1Y:   1.087
Avg. volume 1Y:   0.000
Volatility 1M:   257.73%
Volatility 6M:   230.28%
Volatility 1Y:   172.60%
Volatility 3Y:   -