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Soc. Generale Put 25 BHP 21.06.20.../  DE000SV7PJW0  /

EUWAX
2024-06-05  10:46:54 AM Chg.-0.030 Bid7:09:00 PM Ask7:09:00 PM Underlying Strike price Expiration date Option type
0.250EUR -10.71% 0.240
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Bhp Group Limited OR... 25.00 GBP 2024-06-21 Put
 

Master data

WKN: SV7PJW
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 25.00 GBP
Maturity: 2024-06-21
Issue date: 2023-06-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.23
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.26
Implied volatility: 0.53
Historic volatility: 0.23
Parity: 0.26
Time value: 0.03
Break-even: 26.45
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.57%
Delta: -0.78
Theta: -0.03
Omega: -7.17
Rho: -0.01
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.89%
1 Month
  -21.88%
3 Months
  -26.47%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.180
1M High / 1M Low: 0.300 0.130
6M High / 6M Low: 0.390 0.130
High (YTD): 2024-03-15 0.390
Low (YTD): 2024-05-21 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.218
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.98%
Volatility 6M:   188.56%
Volatility 1Y:   -
Volatility 3Y:   -