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Soc. Generale Put 24 BHP 20.09.20.../  DE000SW13QT0  /

Frankfurt Zert./SG
14/06/2024  21:40:04 Chg.0.000 Bid14/06/2024 Ask14/06/2024 Underlying Strike price Expiration date Option type
0.270EUR 0.00% 0.270
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Bhp Group Limited OR... 24.00 GBP 20/09/2024 Put
 

Master data

WKN: SW13QT
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 24.00 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: -9.46
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.20
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.20
Time value: 0.08
Break-even: 25.65
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 3.70%
Delta: -0.61
Theta: -0.01
Omega: -5.79
Rho: -0.05
 

Quote data

Open: 0.270
High: 0.300
Low: 0.270
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month  
+22.73%
3 Months
  -20.59%
YTD  
+50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.230
1M High / 1M Low: 0.280 0.170
6M High / 6M Low: 0.340 0.170
High (YTD): 15/03/2024 0.340
Low (YTD): 21/05/2024 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.228
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.03%
Volatility 6M:   114.41%
Volatility 1Y:   -
Volatility 3Y:   -