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

EUWAX
29/07/2024  08:18:39 Chg.-0.011 Bid17:41:37 Ask17:41:37 Underlying Strike price Expiration date Option type
0.035EUR -23.91% 0.040
Bid Size: 10,000		 0.064
Ask Size: 10,000		 SWISS LIFE HOLDING A... 600.00 CHF 20/09/2024 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: 20/09/2024
Issue date: 19/09/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -121.54
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.67
Time value: 0.06
Break-even: 619.74
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 21.28%
Delta: -0.14
Theta: -0.15
Omega: -17.47
Rho: -0.15
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -50.70%
3 Months
  -88.71%
YTD
  -94.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.035
1M High / 1M Low: 0.072 0.034
6M High / 6M Low: 0.460 0.034
High (YTD): 03/01/2024 0.680
Low (YTD): 17/07/2024 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.228
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.17%
Volatility 6M:   192.29%
Volatility 1Y:   -
Volatility 3Y:   -