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Soc. Generale Put 60 BNP 20.09.20.../  DE000SW1ZK98  /

Frankfurt Zert./SG
16/08/2024  11:43:01 Chg.-0.050 Bid21:24:03 Ask21:24:03 Underlying Strike price Expiration date Option type
0.130EUR -27.78% 0.120
Bid Size: 10,000		 0.140
Ask Size: 10,000		 BNP PARIBAS INH. ... 60.00 EUR 20/09/2024 Put
 

Master data

WKN: SW1ZK9
Issuer: Société Générale
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.57
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.05
Time value: 0.17
Break-even: 58.30
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.43
Theta: -0.03
Omega: -15.31
Rho: -0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -45.83%
1 Month
  -7.14%
3 Months  
+30.00%
YTD
  -76.36%
1 Year
  -84.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.130
1M High / 1M Low: 0.340 0.096
6M High / 6M Low: 0.910 0.089
High (YTD): 13/02/2024 1.030
Low (YTD): 03/06/2024 0.089
52W High: 30/10/2023 1.050
52W Low: 03/06/2024 0.089
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.178
Avg. volume 1M:   869.565
Avg. price 6M:   0.305
Avg. volume 6M:   157.480
Avg. price 1Y:   0.527
Avg. volume 1Y:   78.125
Volatility 1M:   341.98%
Volatility 6M:   266.31%
Volatility 1Y:   201.39%
Volatility 3Y:   -