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Soc. Generale Put 25 BATS 21.06.2.../  DE000SW1SGZ5  /

Frankfurt Zert./SG
2024-05-24  9:50:29 PM Chg.+0.030 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.140EUR +27.27% -
Bid Size: -		 -
Ask Size: -		 British American Tob... 25.00 GBP 2024-06-21 Put
 

Master data

WKN: SW1SGZ
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 25.00 GBP
Maturity: 2024-06-21
Issue date: 2023-08-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -18.91
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.10
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.10
Time value: 0.05
Break-even: 27.86
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.63
Theta: -0.01
Omega: -11.91
Rho: -0.01
 

Quote data

Open: 0.130
High: 0.140
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+79.49%
1 Month
  -30.00%
3 Months
  -41.67%
YTD
  -53.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.073
1M High / 1M Low: 0.190 0.068
6M High / 6M Low: 0.350 0.068
High (YTD): 2024-03-08 0.330
Low (YTD): 2024-05-16 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.96%
Volatility 6M:   184.60%
Volatility 1Y:   -
Volatility 3Y:   -