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Soc. Generale Put 24 WBA 20.09.20.../  DE000SW38003  /

Frankfurt Zert./SG
5/31/2024  9:35:45 PM Chg.-0.070 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.730EUR -8.75% 0.730
Bid Size: 20,000		 0.740
Ask Size: 20,000		 Walgreens Boots Alli... 24.00 USD 9/20/2024 Put
 

Master data

WKN: SW3800
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 24.00 USD
Maturity: 9/20/2024
Issue date: 10/3/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -1.73
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 0.73
Historic volatility: 0.35
Parity: 0.79
Time value: 0.03
Break-even: 13.96
Moneyness: 1.56
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.23%
Delta: -0.81
Theta: 0.00
Omega: -1.40
Rho: -0.06
 

Quote data

Open: 0.800
High: 0.810
Low: 0.730
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.35%
1 Month  
+17.74%
3 Months  
+92.11%
YTD  
+204.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.730
1M High / 1M Low: 0.860 0.570
6M High / 6M Low: 0.860 0.240
High (YTD): 5/29/2024 0.860
Low (YTD): 1/9/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.676
Avg. volume 1M:   0.000
Avg. price 6M:   0.449
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.17%
Volatility 6M:   129.37%
Volatility 1Y:   -
Volatility 3Y:   -