Soc. Generale Put 400 SLHN 20.09..../  DE000SW13PN5  /

EUWAX
2024-06-21  8:52:06 AM Chg.0.000 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 400.00 CHF 2024-09-20 Put
 

Master data

WKN: SW13PN
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 400.00 CHF
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -262.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.20
Parity: -26.33
Time value: 0.26
Break-even: 415.72
Moneyness: 0.61
Premium: 0.39
Premium p.a.: 2.80
Spread abs.: 0.24
Spread %: 1,344.44%
Delta: -0.03
Theta: -0.07
Omega: -8.04
Rho: -0.06
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -99.17%
3 Months
  -99.33%
YTD
  -99.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.001
1M High / 1M Low: 0.170 0.001
6M High / 6M Low: 0.680 0.001
High (YTD): 2024-01-03 0.660
Low (YTD): 2024-06-21 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57,029.92%
Volatility 6M:   33,630.27%
Volatility 1Y:   -
Volatility 3Y:   -