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Soc. Generale Put 140 AWK 21.06.2.../  DE000SW3WS00  /

Frankfurt Zert./SG
2024-05-24  9:45:23 PM Chg.+0.060 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
1.100EUR +5.77% 1.080
Bid Size: 4,000		 1.120
Ask Size: 4,000		 American Water Works 140.00 USD 2024-06-21 Put
 

Master data

WKN: SW3WS0
Issuer: Société Générale
Currency: EUR
Underlying: American Water Works
Type: Warrant
Option type: Put
Strike price: 140.00 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: -10.56
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.09
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.09
Time value: 0.03
Break-even: 117.87
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 3.70%
Delta: -0.85
Theta: -0.03
Omega: -8.96
Rho: -0.08
 

Quote data

Open: 0.900
High: 1.130
Low: 0.890
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+71.88%
1 Month
  -37.14%
3 Months
  -42.11%
YTD  
+2.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 0.610
1M High / 1M Low: 1.800 0.600
6M High / 6M Low: 2.460 0.600
High (YTD): 2024-04-16 2.460
Low (YTD): 2024-05-10 0.600
52W High: - -
52W Low: - -
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.996
Avg. volume 1M:   0.000
Avg. price 6M:   1.487
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.22%
Volatility 6M:   153.78%
Volatility 1Y:   -
Volatility 3Y:   -