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Soc. Generale Put 100 SQU 20.09.2.../  DE000SW1ZF61  /

EUWAX
2024-06-11  8:11:52 AM Chg.+0.110 Bid5:36:50 PM Ask5:36:50 PM Underlying Strike price Expiration date Option type
0.250EUR +78.57% 0.410
Bid Size: 7,400		 0.430
Ask Size: 7,400		 VINCI S.A. INH. EO... 100.00 EUR 2024-09-20 Put
 

Master data

WKN: SW1ZF6
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.43
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.48
Time value: 0.28
Break-even: 97.20
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.31
Theta: -0.02
Omega: -11.42
Rho: -0.10
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+194.12%
1 Month  
+127.27%
3 Months  
+25.00%
YTD
  -30.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.085
1M High / 1M Low: 0.140 0.080
6M High / 6M Low: 0.400 0.080
High (YTD): 2024-01-03 0.390
Low (YTD): 2024-05-28 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.00%
Volatility 6M:   147.92%
Volatility 1Y:   -
Volatility 3Y:   -