Soc. Generale Put 32 WIB 20.06.20.../  DE000SY0AET1  /

EUWAX
2024-06-19  9:58:46 AM Chg.-0.010 Bid12:22:04 PM Ask12:22:04 PM Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.340
Bid Size: 30,000
0.350
Ask Size: 30,000
WIENERBERGER 32.00 EUR 2025-06-20 Put
 

Master data

WKN: SY0AET
Issuer: Société Générale
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Put
Strike price: 32.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-13
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.45
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: -0.20
Time value: 0.36
Break-even: 28.40
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.86%
Delta: -0.33
Theta: -0.01
Omega: -3.10
Rho: -0.15
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+17.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.320
1M High / 1M Low: 0.350 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -