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Soc. Generale Put 16 WBA 20.09.20.../  DE000SW380W3  /

Frankfurt Zert./SG
2024-05-17  2:38:02 PM Chg.-0.001 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.077EUR -1.28% 0.077
Bid Size: 50,000		 0.087
Ask Size: 50,000		 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: -19.40
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.34
Parity: -0.22
Time value: 0.09
Break-even: 13.85
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 12.99%
Delta: -0.25
Theta: -0.01
Omega: -4.93
Rho: -0.02
 

Quote data

Open: 0.075
High: 0.077
Low: 0.075
Previous Close: 0.078
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -35.83%
3 Months  
+11.59%
YTD  
+42.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.078
1M High / 1M Low: 0.120 0.078
6M High / 6M Low: 0.140 0.042
High (YTD): 2024-04-18 0.120
Low (YTD): 2024-03-28 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.42%
Volatility 6M:   231.64%
Volatility 1Y:   -
Volatility 3Y:   -