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

Frankfurt Zert./SG
2024-05-24  9:39:54 PM Chg.-0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% 0.200
Bid Size: 10,000		 0.210
Ask Size: 10,000		 Estee Lauder Compani... 120.00 USD 2024-06-21 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: 2024-06-21
Issue date: 2023-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -55.34
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.39
Parity: -0.56
Time value: 0.21
Break-even: 108.53
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 5.00%
Delta: -0.28
Theta: -0.07
Omega: -15.57
Rho: -0.03
 

Quote data

Open: 0.180
High: 0.210
Low: 0.180
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+122.22%
1 Month
  -13.04%
3 Months
  -37.50%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.110
1M High / 1M Low: 0.250 0.067
6M High / 6M Low: 1.250 0.067
High (YTD): 2024-01-17 1.070
Low (YTD): 2024-05-16 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.504
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   385.50%
Volatility 6M:   244.94%
Volatility 1Y:   -
Volatility 3Y:   -