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Soc. Generale Put 400 SLHN 20.09..../  DE000SW13PN5  /

EUWAX
7/25/2024  8:52:38 AM Chg.- Bid8:34:21 AM Ask8:34:21 AM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 10,000		 0.300
Ask Size: 10,000		 SWISS LIFE HOLDING A... 400.00 CHF 9/20/2024 Put
 

Master data

WKN: SW13PN
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 400.00 CHF
Maturity: 9/20/2024
Issue date: 8/10/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -632.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.19
Parity: -27.87
Time value: 0.11
Break-even: 415.79
Moneyness: 0.60
Premium: 0.40
Premium p.a.: 7.71
Spread abs.: 0.11
Spread %: 10,900.00%
Delta: -0.02
Theta: -0.06
Omega: -10.02
Rho: -0.02
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -98.70%
3 Months
  -99.09%
YTD
  -99.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.077 0.001
6M High / 6M Low: 0.350 0.001
High (YTD): 1/3/2024 0.660
Low (YTD): 7/25/2024 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.55%
Volatility 6M:   35,233.56%
Volatility 1Y:   -
Volatility 3Y:   -