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Soc. Generale Put 22 WBA 21.06.20.../  DE000SW380U7  /

Frankfurt Zert./SG
2024-06-05  9:46:23 PM Chg.+0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% 0.550
Bid Size: 15,000		 0.560
Ask Size: 15,000		 Walgreens Boots Alli... 22.00 USD 2024-06-21 Put
 

Master data

WKN: SW380U
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 22.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -2.69
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 1.02
Historic volatility: 0.35
Parity: 0.54
Time value: 0.01
Break-even: 14.72
Moneyness: 1.37
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.85%
Delta: -0.91
Theta: -0.01
Omega: -2.45
Rho: -0.01
 

Quote data

Open: 0.530
High: 0.560
Low: 0.520
Previous Close: 0.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month  
+36.59%
3 Months  
+143.48%
YTD  
+366.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.520
1M High / 1M Low: 0.660 0.370
6M High / 6M Low: 0.660 0.110
High (YTD): 2024-05-29 0.660
Low (YTD): 2024-01-09 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.574
Avg. volume 1W:   0.000
Avg. price 1M:   0.485
Avg. volume 1M:   0.000
Avg. price 6M:   0.280
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.80%
Volatility 6M:   226.45%
Volatility 1Y:   -
Volatility 3Y:   -