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Soc. Generale Put 60 WAF 20.12.20.../  DE000SU132H1  /

EUWAX
2024-06-07  12:21:51 PM Chg.-0.030 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
0.270EUR -10.00% 0.270
Bid Size: 10,000		 0.280
Ask Size: 10,000		 SILTRONIC AG NA O.N. 60.00 EUR 2024-12-20 Put
 

Master data

WKN: SU132H
Issuer: Société Générale
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.02
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.32
Parity: -1.45
Time value: 0.31
Break-even: 56.90
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 3.33%
Delta: -0.19
Theta: -0.02
Omega: -4.60
Rho: -0.09
 

Quote data

Open: 0.300
High: 0.300
Low: 0.270
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -30.77%
3 Months
  -12.90%
YTD
  -22.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.300
1M High / 1M Low: 0.410 0.280
6M High / 6M Low: 0.510 0.260
High (YTD): 2024-05-02 0.510
Low (YTD): 2024-02-27 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.63%
Volatility 6M:   106.54%
Volatility 1Y:   -
Volatility 3Y:   -