Soc. Generale Put 0.6 VOD 20.09.2.../  DE000SW13SD0  /

EUWAX
6/6/2024  8:55:10 AM Chg.-0.016 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.013EUR -55.17% -
Bid Size: -
-
Ask Size: -
Vodafone Group PLC O... 0.60 GBP 9/20/2024 Put
 

Master data

WKN: SW13SD
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.60 GBP
Maturity: 9/20/2024
Issue date: 8/10/2023
Last trading day: 9/19/2024
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: -41.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.24
Parity: -2.04
Time value: 0.22
Break-even: 0.68
Moneyness: 0.78
Premium: 0.25
Premium p.a.: 1.15
Spread abs.: 0.20
Spread %: 816.67%
Delta: -0.14
Theta: 0.00
Omega: -5.94
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.95%
1 Month
  -95.52%
3 Months
  -96.18%
YTD
  -96.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.029
1M High / 1M Low: 0.300 0.029
6M High / 6M Low: 0.560 0.029
High (YTD): 2/12/2024 0.550
Low (YTD): 6/5/2024 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.86%
Volatility 6M:   219.22%
Volatility 1Y:   -
Volatility 3Y:   -