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

EUWAX
2024-06-04  8:55:34 AM Chg.+0.010 Bid9:50:02 PM Ask9:50:02 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.250
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Bhp Group Limited OR... 24.00 GBP 2024-09-20 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: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.78
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.12
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 0.12
Time value: 0.13
Break-even: 25.69
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 4.17%
Delta: -0.54
Theta: -0.01
Omega: -5.80
Rho: -0.05
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -23.33%
3 Months
  -23.33%
YTD  
+27.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.280 0.170
6M High / 6M Low: 0.350 0.170
High (YTD): 2024-03-18 0.350
Low (YTD): 2024-05-22 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.52%
Volatility 6M:   120.68%
Volatility 1Y:   -
Volatility 3Y:   -