Soc. Generale Put 15 GSK!OLD1 18..../  DE000SF1NZS2  /

Frankfurt Zert./SG
1/28/2022  8:27:54 PM Chg.+0.080 Bid9:11:47 PM Ask9:11:47 PM Underlying Strike price Expiration date Option type
0.190EUR +72.73% 0.190
Bid Size: 10,000
0.220
Ask Size: 10,000
Glaxosmithkline PLC ... 15.00 GBP 3/18/2022 Put

Master data

WKN: SF1NZS
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 15.00 GBP
Maturity: 3/18/2022
Issue date: 6/18/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -92.05
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -2.24
Time value: 0.22
Break-even: 17.79
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 1.35
Spread abs.: 0.05
Spread %: 22.73%
Delta: -0.26
Theta: -0.01
Omega: -23.82
Rho: -0.01
 

Quote data

Open: 0.180
High: 0.210
Low: 0.170
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -17.39%
3 Months
  -84.17%
YTD
  -38.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.110
1M High / 1M Low: 0.370 0.110
6M High / 6M Low: 2.060 0.110
High (YTD): 1/6/2022 0.370
Low (YTD): 1/27/2022 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   1.136
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   345.95%
Volatility 6M:   181.26%
Volatility 1Y:   -
Volatility 3Y:   -