Soc. Generale Put 45 EBO 20.06.20.../  DE000SW995T4  /

EUWAX
2024-07-05  9:52:59 AM Chg.-0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.480EUR -2.04% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 45.00 EUR 2025-06-20 Put
 

Master data

WKN: SW995T
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-13
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.43
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -0.12
Time value: 0.49
Break-even: 40.10
Moneyness: 0.97
Premium: 0.13
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.08%
Delta: -0.36
Theta: -0.01
Omega: -3.42
Rho: -0.21
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.24%
1 Month
  -7.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.480
1M High / 1M Low: 0.670 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -