Soc. Generale Put 10 ZIL2 18.03.2.../  DE000SF1PLQ1  /

Frankfurt Zert./SG
1/26/2022  6:49:40 PM Chg.-0.200 Bid7:14:26 PM Ask7:14:26 PM Underlying Strike price Expiration date Option type
0.630EUR -24.10% 0.640
Bid Size: 4,507
0.700
Ask Size: 4,507
ELRINGKLINGER AG NA ... 10.00 EUR 3/18/2022 Put

Master data

WKN: SF1PLQ
Issuer: Société Générale
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 10.00 EUR
Maturity: 3/18/2022
Issue date: 6/21/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -11.05
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.47
Parity: -0.17
Time value: 0.92
Break-even: 9.08
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 1.07
Spread abs.: 0.05
Spread %: 5.43%
Delta: -0.66
Theta: -0.02
Omega: -7.33
Rho: -0.01
 

Quote data

Open: 0.790
High: 0.790
Low: 0.630
Previous Close: 0.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.53%
1 Month
  -1.56%
3 Months
  -29.21%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.830 0.500
1M High / 1M Low: 0.830 0.270
6M High / 6M Low: 1.410 0.270
High (YTD): 1/25/2022 0.830
Low (YTD): 1/6/2022 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.476
Avg. volume 1M:   0.000
Avg. price 6M:   0.838
Avg. volume 6M:   1.385
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.27%
Volatility 6M:   162.02%
Volatility 1Y:   -
Volatility 3Y:   -