Soc. Generale Put 16 GSK!OLD1 16..../  DE000SF6BCP1  /

EUWAX
5/27/2022  6:33:33 PM Chg.+0.050 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.500EUR +11.11% -
Bid Size: -
-
Ask Size: -
Glaxosmithkline PLC ... 16.00 GBP 9/16/2022 Put

Master data

WKN: SF6BCP
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 16.00 GBP
Maturity: 9/16/2022
Issue date: 11/3/2021
Last trading day: 9/15/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -38.77
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.26
Parity: -1.72
Time value: 0.53
Break-even: 18.30
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 3.77%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.470
High: 0.500
Low: 0.470
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.38%
3 Months
  -72.38%
YTD
  -66.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.420
1M High / 1M Low: 0.730 0.420
6M High / 6M Low: 2.240 0.420
High (YTD): 3/7/2022 2.240
Low (YTD): 5/24/2022 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   1.244
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.55%
Volatility 6M:   144.95%
Volatility 1Y:   -
Volatility 3Y:   -