Soc. Generale Call 160 TRV 17.12..../  DE000SD0PZU7  /

Frankfurt Zert./SG
10/18/2021  9:41:30 PM Chg.-0.120 Bid9:54:06 PM Ask9:54:06 PM Underlying Strike price Expiration date Option type
0.230EUR -34.29% 0.220
Bid Size: 15,000
0.230
Ask Size: 15,000
The Travelers Compan... 160.00 USD 12/17/2021 Call

Master data

WKN: SD0PZU
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/17/2021
Issue date: 10/23/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.35
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.20
Parity: -0.38
Time value: 0.35
Break-even: 141.47
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.27
Theta: -0.01
Omega: 10.35
Rho: 0.05
 

Quote data

Open: 0.310
High: 0.330
Low: 0.230
Previous Close: 0.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -48.89%
1 Month
  -56.60%
3 Months
  -65.15%
YTD
  -61.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.350
1M High / 1M Low: 0.500 0.330
6M High / 6M Low: 1.110 0.330
High (YTD): 3/15/2021 1.230
Low (YTD): 10/4/2021 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.420
Avg. volume 1M:   0.000
Avg. price 6M:   0.626
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.83%
Volatility 6M:   163.01%
Volatility 1Y:   -
Volatility 3Y:   -