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

EUWAX
2024-05-21  8:53:52 AM Chg.-0.010 Bid5:30:09 PM Ask5:30:09 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% 0.170
Bid Size: 10,000		 0.180
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: -15.83
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.04
Time value: 0.18
Break-even: 26.29
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.41
Theta: -0.01
Omega: -6.43
Rho: -0.04
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.00%
1 Month
  -29.17%
3 Months
  -45.16%
YTD
  -5.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: 0.350 0.170
High (YTD): 2024-03-18 0.350
Low (YTD): 2024-01-02 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.248
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.91%
Volatility 6M:   110.70%
Volatility 1Y:   -
Volatility 3Y:   -