Soc. Generale Put 900 ASME 20.12..../  DE000SW823A8  /

EUWAX
2024-07-26  8:21:31 AM Chg.+0.01 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.50EUR +0.40% -
Bid Size: -
-
Ask Size: -
ASML HOLDING EO -... 900.00 EUR 2024-12-20 Put
 

Master data

WKN: SW823A
Issuer: Société Générale
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 900.00 EUR
Maturity: 2024-12-20
Issue date: 2024-04-16
Last trading day: 2024-12-20
Ratio: 50:1
Exercise type: European
Quanto: -
Gearing: -7.10
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 1.59
Implied volatility: 0.36
Historic volatility: 0.31
Parity: 1.59
Time value: 0.72
Break-even: 784.50
Moneyness: 1.10
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.43%
Delta: -0.59
Theta: -0.19
Omega: -4.19
Rho: -2.40
 

Quote data

Open: 2.50
High: 2.50
Low: 2.50
Previous Close: 2.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.90%
1 Month  
+101.61%
3 Months  
+12.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.50 1.83
1M High / 1M Low: 2.50 0.77
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -