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

EUWAX
04/06/2024  16:00:29 Chg.-0.002 Bid21:36:57 Ask21:36:57 Underlying Strike price Expiration date Option type
0.075EUR -2.60% 0.065
Bid Size: 10,000		 0.093
Ask Size: 10,000		 Astrazeneca PLC ORD ... 100.00 GBP 20/09/2024 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: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
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: 0.081
High: 0.081
Low: 0.075
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.32%
1 Month
  -37.50%
3 Months
  -88.97%
YTD
  -87.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.076
1M High / 1M Low: 0.140 0.076
6M High / 6M Low: 1.020 0.076
High (YTD): 13/02/2024 1.020
Low (YTD): 28/05/2024 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.499
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.48%
Volatility 6M:   163.51%
Volatility 1Y:   -
Volatility 3Y:   -