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

EUWAX
1/19/2022  6:49:58 PM Chg.+0.020 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.180EUR +12.50% -
Bid Size: -
-
Ask Size: -
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: -113.33
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.21
Parity: -2.41
Time value: 0.18
Break-even: 17.81
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 1.12
Spread abs.: 0.02
Spread %: 11.11%
Delta: -0.25
Theta: -0.01
Omega: -28.53
Rho: -0.01
 

Quote data

Open: 0.160
High: 0.190
Low: 0.160
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -55.00%
3 Months
  -90.27%
YTD
  -41.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.160
1M High / 1M Low: 0.500 0.160
6M High / 6M Low: 2.150 0.160
High (YTD): 1/4/2022 0.370
Low (YTD): 1/18/2022 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.309
Avg. volume 1M:   0.000
Avg. price 6M:   1.253
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.08%
Volatility 6M:   149.24%
Volatility 1Y:   -
Volatility 3Y:   -