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Soc. Generale Put 400 IDXX 20.09..../  DE000SW3YAT5  /

EUWAX
2024-06-07  9:47:06 AM Chg.-0.070 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.380EUR -15.56% -
Bid Size: -		 -
Ask Size: -		 IDEXX Laboratories I... 400.00 USD 2024-09-20 Put
 

Master data

WKN: SW3YAT
Issuer: Société Générale
Currency: EUR
Underlying: IDEXX Laboratories Inc
Type: Warrant
Option type: Put
Strike price: 400.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-25
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -86.90
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -9.03
Time value: 0.53
Break-even: 365.02
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 0.94
Spread abs.: 0.05
Spread %: 10.42%
Delta: -0.11
Theta: -0.08
Omega: -9.43
Rho: -0.16
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.15%
1 Month
  -39.68%
3 Months
  -35.59%
YTD
  -67.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.380
1M High / 1M Low: 0.630 0.190
6M High / 6M Low: 1.680 0.190
High (YTD): 2024-01-17 1.680
Low (YTD): 2024-05-20 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.464
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.857
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   338.35%
Volatility 6M:   212.71%
Volatility 1Y:   -
Volatility 3Y:   -