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Soc. Generale Put 60 HEI 21.03.20.../  DE000SW2Z7Y4  /

Frankfurt Zert./SG
2024-08-05  9:39:24 PM Chg.+0.004 Bid8:14:39 AM Ask8:14:39 AM Underlying Strike price Expiration date Option type
0.074EUR +5.71% 0.069
Bid Size: 10,000		 0.079
Ask Size: 10,000		 HEIDELBERG MATERIALS... 60.00 EUR 2025-03-21 Put
 

Master data

WKN: SW2Z7Y
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-01
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -110.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.23
Parity: -2.97
Time value: 0.08
Break-even: 59.19
Moneyness: 0.67
Premium: 0.34
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 14.08%
Delta: -0.06
Theta: -0.01
Omega: -6.74
Rho: -0.04
 

Quote data

Open: 0.076
High: 0.110
Low: 0.001
Previous Close: 0.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+68.18%
1 Month  
+7.25%
3 Months
  -16.85%
YTD
  -70.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.074 0.044
1M High / 1M Low: 0.074 0.043
6M High / 6M Low: 0.220 0.043
High (YTD): 2024-01-03 0.280
Low (YTD): 2024-07-22 0.043
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.053
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   210.27%
Volatility 6M:   136.97%
Volatility 1Y:   -
Volatility 3Y:   -