Soc. Generale Call 100 FDX 18.12..../  DE000SR8EFV8  /

Frankfurt Zert./SG
10/27/2020  10:52:54 AM Chg.-0.050 Bid2:24:57 PM Ask- Underlying Strike price Expiration date Option type
14.970EUR -0.33% 14.940
Bid Size: 10,000
-
Ask Size: -
FedEx Corp 100.00 - 12/18/2020 Call

Master data

WKN: SR8EFV
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 12/18/2020
Issue date: 5/19/2020
Last trading day: 10/27/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.56
Leverage: Yes

Calculated values

Fair value: 15.04
Intrinsic value: 15.04
Implied volatility: 2.15
Historic volatility: 0.44
Parity: 15.04
Time value: 0.01
Break-even: 235.18
Moneyness: 2.78
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.11
Omega: 1.47
Rho: 0.10
 

Quote data

Open: 15.020
High: 15.020
Low: 14.970
Previous Close: 15.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.25%
1 Month  
+15.69%
3 Months  
+145.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 15.800 14.880
1M High / 1M Low: 15.800 12.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   15.320
Avg. volume 1W:   0.000
Avg. price 1M:   14.479
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   36.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -