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Soc. Generale Put 100 SQU 20.09.2.../  DE000SW1ZF61  /

Frankfurt Zert./SG
2024-05-31  9:46:45 PM Chg.-0.002 Bid2024-05-31 Ask2024-05-31 Underlying Strike price Expiration date Option type
0.090EUR -2.17% 0.090
Bid Size: 10,000		 0.100
Ask Size: 10,000		 VINCI S.A. INH. EO... 100.00 EUR 2024-09-20 Put
 

Master data

WKN: SW1ZF6
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -116.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.14
Parity: -1.45
Time value: 0.10
Break-even: 99.02
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 11.36%
Delta: -0.12
Theta: -0.01
Omega: -14.29
Rho: -0.05
 

Quote data

Open: 0.089
High: 0.096
Low: 0.089
Previous Close: 0.092
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -55.00%
3 Months
  -59.09%
YTD
  -75.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.081
1M High / 1M Low: 0.200 0.081
6M High / 6M Low: 0.400 0.081
High (YTD): 2024-01-03 0.390
Low (YTD): 2024-05-27 0.081
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.53%
Volatility 6M:   116.74%
Volatility 1Y:   -
Volatility 3Y:   -