Soc. Generale Put 500 SLHN 20.09..../  DE000SW13PP0  /

EUWAX
2024-08-16  8:55:05 AM Chg.0.000 Bid5:30:07 PM Ask5:30:07 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.026
Ask Size: 10,000
SWISS LIFE HOLDING A... 500.00 CHF 2024-09-20 Put
 

Master data

WKN: SW13PP
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -346.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.19
Parity: -1.72
Time value: 0.02
Break-even: 520.27
Moneyness: 0.75
Premium: 0.25
Premium p.a.: 9.26
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: -0.04
Theta: -0.14
Omega: -13.58
Rho: -0.03
 

Quote data

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

Performance

1 Week
  -50.00%
1 Month     0.00%
3 Months
  -96.67%
YTD
  -99.55%
1 Year
  -99.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 2024-01-03 0.220
Low (YTD): 2024-08-15 0.001
52W High: 2023-08-18 0.460
52W Low: 2024-08-15 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   0.151
Avg. volume 1Y:   0.000
Volatility 1M:   7,247.10%
Volatility 6M:   3,031.05%
Volatility 1Y:   2,133.15%
Volatility 3Y:   -