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Soc. Generale Put 18 WBA 21.06.20.../  DE000SW380S1  /

EUWAX
2024-05-23  8:13:18 AM Chg.+0.010 Bid4:01:27 PM Ask4:01:27 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.180
Bid Size: 200,000		 0.190
Ask Size: 200,000		 Walgreens Boots Alli... 18.00 USD 2024-06-21 Put
 

Master data

WKN: SW380S
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 18.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.95
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.48
Historic volatility: 0.34
Parity: 0.14
Time value: 0.03
Break-even: 14.93
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 6.25%
Delta: -0.72
Theta: -0.01
Omega: -6.41
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+68.54%
3 Months  
+120.59%
YTD  
+200.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.060
1M High / 1M Low: 0.140 0.060
6M High / 6M Low: 0.160 0.036
High (YTD): 2024-05-22 0.140
Low (YTD): 2024-01-09 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   427.86%
Volatility 6M:   268.33%
Volatility 1Y:   -
Volatility 3Y:   -