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Soc. Generale Put 600 SLHN 20.09..../  DE000SW3MUD2  /

EUWAX
2024-07-25  8:16:42 AM Chg.+0.007 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.042EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Put
 

Master data

WKN: SW3MUD
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-19
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -117.90
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.70
Time value: 0.06
Break-even: 619.44
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 20.41%
Delta: -0.14
Theta: -0.14
Omega: -16.81
Rho: -0.16
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -51.72%
3 Months
  -87.65%
YTD
  -93.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.035
1M High / 1M Low: 0.087 0.034
6M High / 6M Low: 0.460 0.034
High (YTD): 2024-01-03 0.680
Low (YTD): 2024-07-17 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.40%
Volatility 6M:   191.79%
Volatility 1Y:   -
Volatility 3Y:   -