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

EUWAX
2024-05-22  10:21:26 AM Chg.-0.013 Bid5:06:47 PM Ask5:06:47 PM Underlying Strike price Expiration date Option type
0.087EUR -13.00% 0.086
Bid Size: 35,000		 0.096
Ask Size: 35,000		 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: -145.75
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -2.87
Time value: 0.10
Break-even: 116.09
Moneyness: 0.80
Premium: 0.20
Premium p.a.: 0.75
Spread abs.: 0.03
Spread %: 35.14%
Delta: -0.08
Theta: -0.01
Omega: -11.67
Rho: -0.04
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.91%
1 Month
  -72.81%
3 Months
  -87.01%
YTD
  -85.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.320 0.100
6M High / 6M Low: 1.020 0.100
High (YTD): 2024-02-13 1.020
Low (YTD): 2024-05-21 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.62%
Volatility 6M:   150.17%
Volatility 1Y:   -
Volatility 3Y:   -