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Soc. Generale Put 600 SLHN 20.09..../  DE000SW3MUD2  /

Frankfurt Zert./SG
2024-06-21  9:42:12 PM Chg.-0.001 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.090EUR -1.10% 0.089
Bid Size: 10,000		 0.110
Ask Size: 10,000		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Put
 

Master data

WKN: SW3MUD
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 600.00 CHF
Maturity: 2024-09-20
Issue date: 2023-09-19
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -68.16
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.54
Time value: 0.10
Break-even: 617.48
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 11.11%
Delta: -0.21
Theta: -0.11
Omega: -13.98
Rho: -0.37
 

Quote data

Open: 0.086
High: 0.100
Low: 0.086
Previous Close: 0.091
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -55.00%
3 Months
  -65.38%
YTD
  -86.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: 0.200 0.090
6M High / 6M Low: 0.690 0.090
High (YTD): 2024-01-03 0.680
Low (YTD): 2024-06-21 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.98%
Volatility 6M:   138.34%
Volatility 1Y:   -
Volatility 3Y:   -