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Soc. Generale Put 24 BATS 21.06.2.../  DE000SW2DHJ7  /

Frankfurt Zert./SG
2024-05-24  9:35:16 PM Chg.+0.018 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.056EUR +47.37% 0.056
Bid Size: 10,000		 0.066
Ask Size: 10,000		 British American Tob... 24.00 GBP 2024-06-21 Put
 

Master data

WKN: SW2DHJ
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 24.00 GBP
Maturity: 2024-06-21
Issue date: 2023-08-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -42.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.02
Time value: 0.07
Break-even: 27.51
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 17.54%
Delta: -0.43
Theta: -0.01
Omega: -18.40
Rho: -0.01
 

Quote data

Open: 0.054
High: 0.057
Low: 0.042
Previous Close: 0.038
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+93.10%
1 Month
  -53.33%
3 Months
  -62.67%
YTD
  -74.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.028
1M High / 1M Low: 0.120 0.027
6M High / 6M Low: 0.260 0.027
High (YTD): 2024-03-08 0.230
Low (YTD): 2024-05-16 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.152
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.19%
Volatility 6M:   211.54%
Volatility 1Y:   -
Volatility 3Y:   -