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Soc. Generale Put 120 AWK 21.06.2.../  DE000SW3WSZ8  /

Frankfurt Zert./SG
2024-05-24  9:43:44 PM Chg.+0.007 Bid9:59:32 PM Ask9:59:32 PM Underlying Strike price Expiration date Option type
0.075EUR +10.29% 0.069
Bid Size: 10,000		 0.079
Ask Size: 10,000		 American Water Works 120.00 USD 2024-06-21 Put
 

Master data

WKN: SW3WSZ
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -152.50
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.80
Time value: 0.08
Break-even: 110.21
Moneyness: 0.93
Premium: 0.07
Premium p.a.: 1.52
Spread abs.: 0.01
Spread %: 14.71%
Delta: -0.16
Theta: -0.04
Omega: -24.37
Rho: -0.02
 

Quote data

Open: 0.047
High: 0.096
Low: 0.045
Previous Close: 0.068
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+108.33%
1 Month
  -79.73%
3 Months
  -87.07%
YTD
  -79.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.036
1M High / 1M Low: 0.400 0.036
6M High / 6M Low: 0.810 0.036
High (YTD): 2024-04-16 0.810
Low (YTD): 2024-05-21 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   352.60%
Volatility 6M:   215.05%
Volatility 1Y:   -
Volatility 3Y:   -