Soc. Generale Put 75 OEWA 20.12.2.../  DE000SW936L5  /

EUWAX
-  - Chg.- Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
-EUR - -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 75.00 - 2024-12-20 Put
 

Master data

WKN: SW936L
Issuer: Société Générale
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2024-05-08
Last trading day: 2024-05-08
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.49
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.09
Implied volatility: 0.47
Historic volatility: 0.27
Parity: 0.09
Time value: 0.91
Break-even: 65.10
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.23
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.42
Theta: -0.02
Omega: -3.14
Rho: -0.23
 

Quote data

Open: -
High: -
Low: -
Previous Close: -
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

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