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Soc. Generale Put 60 NDA 20.09.20.../  DE000SW1ZJN0  /

EUWAX
30/08/2024  18:09:21 Chg.-0.006 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.024EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 60.00 EUR 20/09/2024 Put
 

Master data

WKN: SW1ZJN
Issuer: Société Générale
Currency: EUR
Underlying: AURUBIS AG
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: -195.14
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.33
Parity: -0.83
Time value: 0.04
Break-even: 59.65
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 7.81
Spread abs.: 0.01
Spread %: 40.00%
Delta: -0.10
Theta: -0.03
Omega: -19.12
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.022
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -66.67%
3 Months
  -81.54%
YTD
  -93.14%
1 Year
  -95.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.024
1M High / 1M Low: 0.270 0.024
6M High / 6M Low: 0.660 0.024
High (YTD): 13/02/2024 0.680
Low (YTD): 30/08/2024 0.024
52W High: 13/02/2024 0.680
52W Low: 30/08/2024 0.024
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.334
Avg. volume 1Y:   6.275
Volatility 1M:   672.33%
Volatility 6M:   361.11%
Volatility 1Y:   265.78%
Volatility 3Y:   -