Soc. Generale Put 130 TRV 17.12.2.../  DE000SD1SJ41  /

Frankfurt Zert./SG
10/20/2021  7:17:17 PM Chg.-0.018 Bid7:37:15 PM Ask7:37:15 PM Underlying Strike price Expiration date Option type
0.054EUR -25.00% 0.053
Bid Size: 15,000
0.063
Ask Size: 15,000
The Travelers Compan... 130.00 USD 12/17/2021 Put

Master data

WKN: SD1SJ4
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 130.00 USD
Maturity: 12/17/2021
Issue date: 11/27/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -167.00
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -2.18
Time value: 0.08
Break-even: 110.97
Moneyness: 0.84
Premium: 0.17
Premium p.a.: 1.68
Spread abs.: 0.01
Spread %: 12.50%
Delta: -0.14
Theta: -0.05
Omega: -22.61
Rho: -0.03
 

Quote data

Open: 0.061
High: 0.062
Low: 0.052
Previous Close: 0.072
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -55.00%
1 Month
  -78.40%
3 Months
  -83.64%
YTD
  -95.26%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.072
1M High / 1M Low: 0.250 0.072
6M High / 6M Low: 0.500 0.072
High (YTD): 1/5/2021 1.280
Low (YTD): 10/19/2021 0.072
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.152
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.08%
Volatility 6M:   171.41%
Volatility 1Y:   -
Volatility 3Y:   -