Soc. Generale Put 140 TRV 17.12.2.../  DE000SD0PRS8  /

Frankfurt Zert./SG
10/22/2021  9:42:43 PM Chg.-0.017 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.081EUR -17.35% 0.087
Bid Size: 15,000
0.097
Ask Size: 15,000
The Travelers Compan... 140.00 USD 12/17/2021 Put

Master data

WKN: SD0PRS
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 140.00 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: -142.28
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -1.92
Time value: 0.10
Break-even: 119.24
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 1.45
Spread abs.: 0.01
Spread %: 10.20%
Delta: -0.18
Theta: -0.06
Omega: -25.06
Rho: -0.04
 

Quote data

Open: 0.091
High: 0.097
Low: 0.081
Previous Close: 0.098
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -55.00%
1 Month
  -70.00%
3 Months
  -86.94%
YTD
  -94.64%
1 Year
  -96.45%
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.081
1M High / 1M Low: 0.360 0.081
6M High / 6M Low: 0.760 0.081
High (YTD): 1/5/2021 1.700
Low (YTD): 10/22/2021 0.081
52W High: 10/27/2020 2.700
52W Low: 10/22/2021 0.081
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.235
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   0.922
Avg. volume 1Y:   0.000
Volatility 1M:   213.09%
Volatility 6M:   166.34%
Volatility 1Y:   131.74%
Volatility 3Y:   -