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Soc. Generale Put 25 VAS 20.09.20.../  DE000SW1ZGH8  /

Frankfurt Zert./SG
2024-06-10  7:58:25 PM Chg.-0.010 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 10,000		 0.140
Ask Size: 10,000		 VOESTALPINE AG 25.00 EUR 2024-09-20 Put
 

Master data

WKN: SW1ZGH
Issuer: Société Générale
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -17.41
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -0.11
Time value: 0.15
Break-even: 23.50
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.36
Theta: -0.01
Omega: -6.24
Rho: -0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -38.10%
3 Months
  -55.17%
YTD
  -27.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.210 0.120
6M High / 6M Low: 0.290 0.120
High (YTD): 2024-03-08 0.290
Low (YTD): 2024-05-27 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.34%
Volatility 6M:   134.29%
Volatility 1Y:   -
Volatility 3Y:   -