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Soc. Generale Put 26 BHP 21.06.20.../  DE000SW1JH93  /

Frankfurt Zert./SG
2024-05-17  9:44:56 PM Chg.-0.030 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.240EUR -11.11% 0.240
Bid Size: 10,000		 0.260
Ask Size: 10,000		 Bhp Group Limited OR... 26.00 GBP 2024-06-21 Put
 

Master data

WKN: SW1JH9
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 26.00 GBP
Maturity: 2024-06-21
Issue date: 2023-07-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.24
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.26
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 0.26
Time value: 0.04
Break-even: 27.31
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 3.45%
Delta: -0.74
Theta: -0.01
Omega: -6.80
Rho: -0.02
 

Quote data

Open: 0.280
High: 0.280
Low: 0.240
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -20.00%
3 Months
  -29.41%
YTD  
+26.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.270
1M High / 1M Low: 0.410 0.270
6M High / 6M Low: 0.470 0.190
High (YTD): 2024-03-15 0.470
Low (YTD): 2024-01-02 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   0.342
Avg. volume 6M:   20.161
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.13%
Volatility 6M:   110.49%
Volatility 1Y:   -
Volatility 3Y:   -