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Soc. Generale Put 100 AZN 20.09.2.../  DE000SW13QD4  /

EUWAX
2024-05-15  10:19:14 AM Chg.+0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 Astrazeneca PLC ORD ... 100.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13QD
Issuer: Société Générale
Currency: EUR
Underlying: Astrazeneca PLC ORD SHS $0.25
Type: Warrant
Option type: Put
Strike price: 100.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -118.33
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -2.56
Time value: 0.12
Break-even: 115.18
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 9.09%
Delta: -0.10
Theta: -0.01
Omega: -11.34
Rho: -0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -70.27%
3 Months
  -88.04%
YTD
  -81.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.390 0.100
6M High / 6M Low: 1.020 0.100
High (YTD): 2024-02-13 1.020
Low (YTD): 2024-05-14 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.579
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.79%
Volatility 6M:   145.17%
Volatility 1Y:   -
Volatility 3Y:   -