Soc. Generale Put 80 NDA 20.09.20.../  DE000SW1ZJQ3  /

Frankfurt Zert./SG
29/07/2024  11:04:29 Chg.-0.070 Bid11:55:17 Ask11:55:17 Underlying Strike price Expiration date Option type
0.920EUR -7.07% 0.900
Bid Size: 7,000
0.920
Ask Size: 7,000
AURUBIS AG 80.00 EUR 20/09/2024 Put
 

Master data

WKN: SW1ZJQ
Issuer: Société Générale
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Put
Strike price: 80.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.06
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.87
Implied volatility: 0.43
Historic volatility: 0.32
Parity: 0.87
Time value: 0.15
Break-even: 69.90
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.02%
Delta: -0.72
Theta: -0.03
Omega: -5.09
Rho: -0.09
 

Quote data

Open: 0.930
High: 0.930
Low: 0.920
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.98%
3 Months  
+5.75%
YTD
  -22.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.920
1M High / 1M Low: 1.010 0.490
6M High / 6M Low: 2.180 0.490
High (YTD): 05/03/2024 2.180
Low (YTD): 10/07/2024 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   0.702
Avg. volume 1M:   0.000
Avg. price 6M:   1.224
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.82%
Volatility 6M:   148.04%
Volatility 1Y:   -
Volatility 3Y:   -