Soc. Generale Put 120 TRV 18.03.2.../  DE000SD0CVN9  /

EUWAX
10/26/2021  8:52:49 AM Chg.-0.010 Bid10:30:01 AM Ask10:30:01 AM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 10,000
0.140
Ask Size: 10,000
The Travelers Compan... 120.00 USD 3/18/2022 Put

Master data

WKN: SD0CVN
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 3/18/2022
Issue date: 10/14/2020
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -99.42
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.19
Parity: -3.58
Time value: 0.14
Break-even: 101.97
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.19
Theta: -0.06
Omega: -18.85
Rho: -0.11
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -42.86%
3 Months
  -69.23%
YTD
  -88.12%
1 Year
  -92.73%
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.260 0.120
6M High / 6M Low: 0.460 0.120
High (YTD): 1/5/2021 1.170
Low (YTD): 10/22/2021 0.120
52W High: 10/30/2020 1.780
52W Low: 10/22/2021 0.120
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.191
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.623
Avg. volume 1Y:   0.000
Volatility 1M:   161.60%
Volatility 6M:   118.87%
Volatility 1Y:   99.29%
Volatility 3Y:   -