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Soc. Generale Put 0.7 VOD 21.06.2.../  DE000SW13SC2  /

Frankfurt Zert./SG
2024-05-29  3:23:04 PM Chg.+0.010 Bid3:24:03 PM Ask3:24:03 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.120
Bid Size: 40,000		 0.320
Ask Size: 40,000		 Vodafone Group PLC O... 0.70 GBP 2024-06-21 Put
 

Master data

WKN: SW13SC
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.70 GBP
Maturity: 2024-06-21
Issue date: 2023-08-10
Last trading day: 2024-06-20
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: -28.85
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.26
Parity: -0.43
Time value: 0.30
Break-even: 0.79
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 2.59
Spread abs.: 0.20
Spread %: 200.00%
Delta: -0.33
Theta: 0.00
Omega: -9.57
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.120
Low: 0.091
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -78.00%
3 Months
  -84.06%
YTD
  -86.42%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.100
1M High / 1M Low: 0.690 0.048
6M High / 6M Low: 1.050 0.048
High (YTD): 2024-02-09 1.050
Low (YTD): 2024-05-20 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.336
Avg. volume 1M:   0.000
Avg. price 6M:   0.699
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   587.81%
Volatility 6M:   272.77%
Volatility 1Y:   -
Volatility 3Y:   -