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Soc. Generale Put 25 BHP 21.06.20.../  DE000SV7PJW0  /

EUWAX
2024-05-21  9:51:36 AM Chg.-0.010 Bid2:06:35 PM Ask2:06:35 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.140
Bid Size: 60,000		 0.150
Ask Size: 60,000		 Bhp Group Limited OR... 25.00 GBP 2024-06-21 Put
 

Master data

WKN: SV7PJW
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 25.00 GBP
Maturity: 2024-06-21
Issue date: 2023-06-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.35
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.08
Time value: 0.06
Break-even: 27.86
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.58
Theta: -0.01
Omega: -11.90
Rho: -0.02
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.48%
1 Month
  -45.83%
3 Months
  -61.76%
YTD
  -13.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.140
1M High / 1M Low: 0.340 0.140
6M High / 6M Low: 0.390 0.140
High (YTD): 2024-03-15 0.390
Low (YTD): 2024-05-20 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.249
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.80%
Volatility 6M:   169.03%
Volatility 1Y:   -
Volatility 3Y:   -