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Soc. Generale Put 100 AZN 20.09.2.../  DE000SW13QD4  /

Frankfurt Zert./SG
2024-06-04  9:50:12 PM Chg.-0.010 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
0.063EUR -13.70% 0.063
Bid Size: 10,000		 0.091
Ask Size: 10,000		 Astrazeneca PLC ORD ... 100.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13QD
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Put
Strike price: 100.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -157.66
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -2.76
Time value: 0.09
Break-even: 116.53
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 12.20%
Delta: -0.08
Theta: -0.02
Omega: -12.39
Rho: -0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.063
Previous Close: 0.073
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.00%
1 Month
  -51.54%
3 Months
  -90.31%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.073
1M High / 1M Low: 0.120 0.073
6M High / 6M Low: 1.000 0.073
High (YTD): 2024-02-12 1.000
Low (YTD): 2024-06-03 0.073
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.490
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.32%
Volatility 6M:   149.14%
Volatility 1Y:   -
Volatility 3Y:   -