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Soc. Generale Put 22 BHP 20.09.20.../  DE000SW13QS2  /

Frankfurt Zert./SG
2024-06-11  8:55:51 AM Chg.0.000 Bid9:09:35 AM Ask9:09:35 AM Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.140
Bid Size: 80,000		 0.150
Ask Size: 80,000		 Bhp Group Limited OR... 22.00 GBP 2024-09-20 Put
 

Master data

WKN: SW13QS
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 22.00 GBP
Maturity: 2024-09-20
Issue date: 2023-08-10
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.78
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.11
Time value: 0.13
Break-even: 24.61
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.35
Theta: -0.01
Omega: -7.33
Rho: -0.03
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -14.29%
3 Months
  -40.00%
YTD  
+9.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.140 0.084
6M High / 6M Low: 0.210 0.084
High (YTD): 2024-03-15 0.210
Low (YTD): 2024-05-21 0.084
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.80%
Volatility 6M:   136.65%
Volatility 1Y:   -
Volatility 3Y:   -