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Soc. Generale Put 15 REP 20.09.20.../  DE000SW2VN15  /

Frankfurt Zert./SG
2024-06-06  5:27:49 PM Chg.+0.050 Bid5:49:38 PM Ask5:49:38 PM Underlying Strike price Expiration date Option type
1.180EUR +4.42% 1.110
Bid Size: 2,800		 1.190
Ask Size: 2,800		 REPSOL S.A. INH. ... 15.00 EUR 2024-09-20 Put
 

Master data

WKN: SW2VN1
Issuer: Société Générale
Currency: EUR
Underlying: REPSOL S.A. INH. EO 1
Type: Warrant
Option type: Put
Strike price: 15.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-30
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -12.39
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.51
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 0.51
Time value: 0.67
Break-even: 13.83
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.86%
Delta: -0.52
Theta: 0.00
Omega: -6.47
Rho: -0.03
 

Quote data

Open: 1.110
High: 1.240
Low: 1.110
Previous Close: 1.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month
  -5.60%
3 Months
  -14.49%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.850
1M High / 1M Low: 1.290 0.800
6M High / 6M Low: 2.470 0.630
High (YTD): 2024-01-10 2.470
Low (YTD): 2024-04-04 0.630
52W High: - -
52W Low: - -
Avg. price 1W:   1.014
Avg. volume 1W:   0.000
Avg. price 1M:   1.047
Avg. volume 1M:   0.000
Avg. price 6M:   1.534
Avg. volume 6M:   8
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.42%
Volatility 6M:   117.05%
Volatility 1Y:   -
Volatility 3Y:   -