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Soc. Generale Put 24 BHP 21.06.20.../  DE000SV48WL3  /

EUWAX
2024-06-05  9:23:53 AM Chg.0.000 Bid11:51:15 AM Ask11:51:15 AM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.150
Bid Size: 45,000		 0.160
Ask Size: 45,000		 Bhp Group Limited OR... 24.00 GBP 2024-06-21 Put
 

Master data

WKN: SV48WL
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 24.00 GBP
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -14.87
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.42
Historic volatility: 0.23
Parity: 0.14
Time value: 0.04
Break-even: 26.37
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.70
Theta: -0.02
Omega: -10.38
Rho: -0.01
 

Quote data

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

Performance

1 Week  
+66.67%
1 Month
  -34.78%
3 Months
  -42.31%
YTD  
+36.36%
1 Year
  -63.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.090
1M High / 1M Low: 0.200 0.070
6M High / 6M Low: 0.290 0.070
High (YTD): 2024-03-15 0.290
Low (YTD): 2024-05-21 0.070
52W High: 2023-08-22 0.460
52W Low: 2024-05-21 0.070
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   0.000
Volatility 1M:   375.80%
Volatility 6M:   222.56%
Volatility 1Y:   171.29%
Volatility 3Y:   -