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Soc. Generale Put 120 EL 21.06.20.../  DE000SW38YX3  /

Frankfurt Zert./SG
5/23/2024  11:12:44 AM Chg.-0.020 Bid11:34:05 AM Ask11:34:05 AM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.100
Bid Size: 10,000		 0.140
Ask Size: 10,000		 Estee Lauder Compani... 120.00 USD 6/21/2024 Put
 

Master data

WKN: SW38YX
Issuer: Société Générale
Currency: EUR
Underlying: Estee Lauder Companies Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 6/21/2024
Issue date: 10/3/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -86.29
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.39
Parity: -0.99
Time value: 0.14
Break-even: 109.45
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 2.10
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.19
Theta: -0.06
Omega: -16.21
Rho: -0.02
 

Quote data

Open: 0.100
High: 0.110
Low: 0.096
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+64.18%
1 Month
  -45.00%
3 Months
  -65.63%
YTD
  -81.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.067
1M High / 1M Low: 0.250 0.067
6M High / 6M Low: 1.250 0.067
High (YTD): 1/17/2024 1.070
Low (YTD): 5/16/2024 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.521
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.00%
Volatility 6M:   224.50%
Volatility 1Y:   -
Volatility 3Y:   -