Soc. Generale Put 880 AEX 21.03.2.../  DE000SW754B3  /

EUWAX
1/22/2025  9:45:24 AM Chg.-0.030 Bid7:43:00 AM Ask7:43:00 AM Underlying Strike price Expiration date Option type
0.350EUR -7.89% 0.400
Bid Size: 7,500
0.420
Ask Size: 7,500
- 880.00 EUR 3/21/2025 Put
 

Master data

WKN: SW754B
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 880.00 EUR
Maturity: 3/21/2025
Issue date: 3/25/2024
Last trading day: 3/21/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: -123.60
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.12
Parity: -1.73
Time value: 0.37
Break-even: 872.60
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.78%
Delta: -0.23
Theta: -0.13
Omega: -28.03
Rho: -0.34
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.60%
1 Month
  -75.00%
3 Months
  -69.30%
YTD
  -69.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.350
1M High / 1M Low: 1.400 0.350
6M High / 6M Low: 2.680 0.350
High (YTD): 1/2/2025 1.130
Low (YTD): 1/22/2025 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.808
Avg. volume 1M:   0.000
Avg. price 6M:   1.191
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.67%
Volatility 6M:   226.62%
Volatility 1Y:   -
Volatility 3Y:   -