Soc. Generale Put 0.6 VOD 20.09.2.../  DE000SW13SD0  /

Frankfurt Zert./SG
2024-05-16  9:51:16 PM Chg.-0.014 Bid9:58:57 PM Ask9:58:57 PM Underlying Strike price Expiration date Option type
0.046EUR -23.33% 0.047
Bid Size: 10,000
0.250
Ask Size: 10,000
Vodafone Group PLC O... 0.60 GBP 2024-09-20 Put
 

Master data

WKN: SW13SD
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.60 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: -33.85
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.27
Parity: -1.81
Time value: 0.26
Break-even: 0.67
Moneyness: 0.79
Premium: 0.23
Premium p.a.: 0.83
Spread abs.: 0.20
Spread %: 333.33%
Delta: -0.16
Theta: 0.00
Omega: -5.58
Rho: 0.00
 

Quote data

Open: 0.056
High: 0.056
Low: 0.039
Previous Close: 0.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -83.57%
1 Month
  -88.21%
3 Months
  -90.42%
YTD
  -89.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.060
1M High / 1M Low: 0.390 0.060
6M High / 6M Low: 0.580 0.060
High (YTD): 2024-02-08 0.520
Low (YTD): 2024-05-15 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.93%
Volatility 6M:   192.23%
Volatility 1Y:   -
Volatility 3Y:   -