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

EUWAX
2024-07-12  8:53:27 AM Chg.0.000 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 400.00 CHF 2024-09-20 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: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -714.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.19
Parity: -28.17
Time value: 0.10
Break-even: 409.95
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 4.96
Spread abs.: 0.10
Spread %: 9,600.00%
Delta: -0.01
Theta: -0.04
Omega: -10.15
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
  -93.75%
3 Months
  -98.51%
YTD
  -99.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.170 0.001
6M High / 6M Low: 0.490 0.001
High (YTD): 2024-01-03 0.660
Low (YTD): 2024-07-11 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62,818.69%
Volatility 6M:   35,234.93%
Volatility 1Y:   -
Volatility 3Y:   -