OverviewChartNewsTraderScreen

Soc. Generale Put 22 WBA 21.06.20.../  DE000SW380U7  /

Frankfurt Zert./SG
12/06/2024  21:48:39 Chg.+0.030 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.590EUR +5.36% 0.590
Bid Size: 15,000		 0.600
Ask Size: 15,000		 Walgreens Boots Alli... 22.00 USD 21/06/2024 Put
 

Master data

WKN: SW380U
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 22.00 USD
Maturity: 21/06/2024
Issue date: 03/10/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.60
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 1.23
Historic volatility: 0.35
Parity: 0.57
Time value: 0.00
Break-even: 14.78
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.79%
Delta: -0.94
Theta: -0.02
Omega: -2.45
Rho: 0.00
 

Quote data

Open: 0.550
High: 0.590
Low: 0.540
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.36%
1 Month  
+28.26%
3 Months  
+180.95%
YTD  
+391.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.560
1M High / 1M Low: 0.660 0.370
6M High / 6M Low: 0.660 0.110
High (YTD): 29/05/2024 0.660
Low (YTD): 09/01/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.292
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.86%
Volatility 6M:   223.43%
Volatility 1Y:   -
Volatility 3Y:   -