Soc. Generale Put 16 WBA 20.09.2024
/ DE000SW380W3
Soc. Generale Put 16 WBA 20.09.20.../ DE000SW380W3 /
| 2024-05-31 9:37:57 PM |
Chg.-0.040 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-22.22% |
0.140
Bid Size: 40,000 |
0.150
Ask Size: 40,000 |
Walgreens Boots Alli... |
16.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW380W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.35 |
| Parity: |
-0.02 |
| Time value: |
0.15 |
| Break-even: |
13.25 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.41 |
| Theta: |
-0.01 |
| Omega: |
-4.08 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.140 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.41% |
| 3 Months |
|
|
+108.96% |
| YTD |
|
|
+159.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.140 |
| 1M High / 1M Low: |
0.210 |
0.078 |
| 6M High / 6M Low: |
0.210 |
0.042 |
| High (YTD): |
2024-05-29 |
0.210 |
| Low (YTD): |
2024-03-28 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.82% |
| Volatility 6M: |
|
248.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
