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Soc. Generale Put 70 NDA 20.09.20.../  DE000SW1ZJP5  /

EUWAX
03/09/2024  18:09:20 Chg.+0.120 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.410EUR +41.38% -
Bid Size: -		 -
Ask Size: -		 AURUBIS AG 70.00 EUR 20/09/2024 Put
 

Master data

WKN: SW1ZJP
Issuer: Société Générale
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -22.06
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.16
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 0.16
Time value: 0.15
Break-even: 66.90
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.59
Spread abs.: 0.02
Spread %: 6.90%
Delta: -0.59
Theta: -0.06
Omega: -12.93
Rho: -0.02
 

Quote data

Open: 0.270
High: 0.420
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.67%
1 Month  
+2.50%
3 Months  
+13.89%
YTD
  -39.71%
1 Year
  -56.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: 0.890 0.290
6M High / 6M Low: 1.320 0.170
High (YTD): 05/03/2024 1.320
Low (YTD): 12/07/2024 0.170
52W High: 05/03/2024 1.320
52W Low: 12/07/2024 0.170
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.515
Avg. volume 6M:   0.000
Avg. price 1Y:   0.696
Avg. volume 1Y:   0.000
Volatility 1M:   159.66%
Volatility 6M:   264.85%
Volatility 1Y:   197.49%
Volatility 3Y:   -