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

Frankfurt Zert./SG
2024-06-06  12:10:28 PM Chg.+0.023 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.110EUR +26.44% 0.110
Bid Size: 70,000		 0.120
Ask Size: 70,000		 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: -29.66
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.06
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.06
Time value: 0.03
Break-even: 28.44
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 11.49%
Delta: -0.64
Theta: -0.02
Omega: -18.93
Rho: -0.01
 

Quote data

Open: 0.085
High: 0.110
Low: 0.085
Previous Close: 0.087
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -26.67%
3 Months
  -63.33%
YTD
  -63.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.087
1M High / 1M Low: 0.170 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:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.03%
Volatility 6M:   170.26%
Volatility 1Y:   -
Volatility 3Y:   -