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

Frankfurt Zert./SG
03/09/2024  21:39:39 Chg.+0.210 Bid21:59:53 Ask21:59:53 Underlying Strike price Expiration date Option type
1.340EUR +18.58% 1.330
Bid Size: 2,300		 1.490
Ask Size: 2,300		 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: -5.65
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 1.16
Implied volatility: 0.63
Historic volatility: 0.32
Parity: 1.16
Time value: 0.05
Break-even: 67.90
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 5.22%
Delta: -0.86
Theta: -0.05
Omega: -4.85
Rho: -0.03
 

Quote data

Open: 1.050
High: 1.340
Low: 1.050
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.72%
1 Month  
+20.72%
3 Months  
+69.62%
YTD  
+13.56%
1 Year
  -10.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 1.110
1M High / 1M Low: 1.740 1.110
6M High / 6M Low: 2.180 0.490
High (YTD): 05/03/2024 2.180
Low (YTD): 10/07/2024 0.490
52W High: 05/03/2024 2.180
52W Low: 10/07/2024 0.490
Avg. price 1W:   1.168
Avg. volume 1W:   0.000
Avg. price 1M:   1.403
Avg. volume 1M:   0.000
Avg. price 6M:   1.116
Avg. volume 6M:   0.000
Avg. price 1Y:   1.281
Avg. volume 1Y:   0.000
Volatility 1M:   89.41%
Volatility 6M:   172.66%
Volatility 1Y:   133.67%
Volatility 3Y:   -