Soc. Generale Put 45 SGM 20.09.20.../  DE000SW1ZDE2  /

Frankfurt Zert./SG
2024-07-05  9:47:09 PM Chg.-0.080 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
0.650EUR -10.96% 0.650
Bid Size: 7,000
0.670
Ask Size: 7,000
STMICROELECTRONICS 45.00 EUR 2024-09-20 Put
 

Master data

WKN: SW1ZDE
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.90
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.61
Implied volatility: 0.38
Historic volatility: 0.30
Parity: 0.61
Time value: 0.05
Break-even: 38.40
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.54%
Delta: -0.76
Theta: -0.01
Omega: -4.49
Rho: -0.08
 

Quote data

Open: 0.720
High: 0.720
Low: 0.640
Previous Close: 0.730
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.42%
1 Month  
+30.00%
3 Months
  -14.47%
YTD  
+35.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.650
1M High / 1M Low: 0.870 0.480
6M High / 6M Low: 0.940 0.440
High (YTD): 2024-04-19 0.940
Low (YTD): 2024-03-07 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.754
Avg. volume 1W:   0.000
Avg. price 1M:   0.682
Avg. volume 1M:   0.000
Avg. price 6M:   0.671
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.29%
Volatility 6M:   122.03%
Volatility 1Y:   -
Volatility 3Y:   -