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Soc. Generale Put 70 WAF 20.09.20.../  DE000SW1ZCH7  /

Frankfurt Zert./SG
2024-06-06  9:35:36 PM Chg.-0.020 Bid2024-06-06 Ask2024-06-06 Underlying Strike price Expiration date Option type
0.420EUR -4.55% 0.420
Bid Size: 7,200		 0.440
Ask Size: 7,200		 SILTRONIC AG NA O.N. 70.00 EUR 2024-09-20 Put
 

Master data

WKN: SW1ZCH
Issuer: Société Générale
Currency: EUR
Underlying: SILTRONIC AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 70.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -15.90
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.32
Parity: -0.32
Time value: 0.46
Break-even: 65.40
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.22%
Delta: -0.36
Theta: -0.03
Omega: -5.74
Rho: -0.09
 

Quote data

Open: 0.440
High: 0.450
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month
  -17.65%
3 Months
  -8.70%
YTD
  -12.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.560 0.380
6M High / 6M Low: 0.720 0.340
High (YTD): 2024-05-02 0.720
Low (YTD): 2024-02-12 0.340
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.76%
Volatility 6M:   117.36%
Volatility 1Y:   -
Volatility 3Y:   -