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Soc. Generale Put 24 WBA 21.06.20.../  DE000SW380V5  /

Frankfurt Zert./SG
2024-05-24  9:38:03 PM Chg.-0.010 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.730EUR -1.35% 0.730
Bid Size: 15,000		 0.740
Ask Size: 15,000		 Walgreens Boots Alli... 24.00 USD 2024-06-21 Put
 

Master data

WKN: SW380V
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Put
Strike price: 24.00 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: -2.00
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.73
Implied volatility: 0.94
Historic volatility: 0.34
Parity: 0.73
Time value: 0.01
Break-even: 14.73
Moneyness: 1.50
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.37%
Delta: -0.93
Theta: -0.01
Omega: -1.85
Rho: -0.02
 

Quote data

Open: 0.720
High: 0.730
Low: 0.720
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+32.73%
1 Month  
+19.67%
3 Months  
+135.48%
YTD  
+305.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.560
1M High / 1M Low: 0.740 0.550
6M High / 6M Low: 0.740 0.170
High (YTD): 2024-05-23 0.740
Low (YTD): 2024-01-09 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.619
Avg. volume 1M:   0.000
Avg. price 6M:   0.394
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.30%
Volatility 6M:   177.65%
Volatility 1Y:   -
Volatility 3Y:   -