Soc. Generale Put 100 TRV 17.12.2.../  DE000SB567S8  /

Frankfurt Zert./SG
10/15/2021  9:44:39 PM Chg.0.000 Bid10/15/2021 Ask10/15/2021 Underlying Strike price Expiration date Option type
0.008EUR 0.00% 0.008
Bid Size: 15,000
0.025
Ask Size: 15,000
The Travelers Compan... 100.00 USD 12/17/2021 Put

Master data

WKN: SB567S
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 12/17/2021
Issue date: 10/9/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -540.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.20
Parity: -4.89
Time value: 0.03
Break-even: 85.97
Moneyness: 0.64
Premium: 0.36
Premium p.a.: 5.21
Spread abs.: 0.02
Spread %: 68.00%
Delta: -0.02
Theta: -0.02
Omega: -13.19
Rho: -0.01
 

Quote data

Open: 0.002
High: 0.008
Low: 0.002
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -61.90%
1 Month
  -76.47%
3 Months
  -85.96%
YTD
  -98.22%
1 Year
  -99.18%
3 Years     -
5 Years     -
1W High / 1W Low: 0.019 0.008
1M High / 1M Low: 0.050 0.008
6M High / 6M Low: 0.140 0.008
High (YTD): 1/5/2021 0.510
Low (YTD): 10/15/2021 0.008
52W High: 10/19/2020 1.000
52W Low: 10/15/2021 0.008
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.064
Avg. volume 6M:   0.000
Avg. price 1Y:   0.244
Avg. volume 1Y:   0.000
Volatility 1M:   349.40%
Volatility 6M:   212.11%
Volatility 1Y:   165.95%
Volatility 3Y:   -