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

EUWAX
7/5/2024  8:55:16 AM Chg.0.000 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: -674.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.20
Parity: -26.22
Time value: 0.10
Break-even: 410.96
Moneyness: 0.61
Premium: 0.39
Premium p.a.: 3.87
Spread abs.: 0.07
Spread %: 194.12%
Delta: -0.02
Theta: -0.04
Omega: -10.50
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     0.00%
3 Months
  -98.81%
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: 0.560 0.001
High (YTD): 1/3/2024 0.660
Low (YTD): 7/5/2024 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:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62,688.89%
Volatility 6M:   35,235.28%
Volatility 1Y:   -
Volatility 3Y:   -