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Soc. Generale Put 15 PHI1 20.09.2.../  DE000SW1ZR00  /

Frankfurt Zert./SG
2024-05-21  2:14:42 PM Chg.+0.011 Bid2:19:40 PM Ask2:19:40 PM Underlying Strike price Expiration date Option type
0.056EUR +24.44% 0.056
Bid Size: 15,000		 0.070
Ask Size: 15,000		 KONINKL. PHILIPS EO ... 15.00 EUR 2024-09-20 Put
 

Master data

WKN: SW1ZR0
Issuer: Société Générale
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -368.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.38
Parity: -10.40
Time value: 0.07
Break-even: 14.93
Moneyness: 0.59
Premium: 0.41
Premium p.a.: 1.81
Spread abs.: 0.01
Spread %: 25.45%
Delta: -0.02
Theta: 0.00
Omega: -8.33
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.056
Low: 0.039
Previous Close: 0.045
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.82%
1 Month
  -87.56%
3 Months
  -90.97%
YTD
  -88.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.045
1M High / 1M Low: 0.370 0.045
6M High / 6M Low: 0.910 0.045
High (YTD): 2024-02-21 0.620
Low (YTD): 2024-05-20 0.045
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.453
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.78%
Volatility 6M:   159.15%
Volatility 1Y:   -
Volatility 3Y:   -