Soc. Generale Put 16 GSK 18.03.20.../  DE000SF6BCK2  /

Frankfurt Zert./SG
1/28/2022  9:46:20 PM Chg.+0.120 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.440EUR +37.50% 0.410
Bid Size: 6,870
0.460
Ask Size: 6,870
Glaxosmithkline PLC ... 16.00 GBP 3/18/2022 Put

Master data

WKN: SF6BCK
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 16.00 GBP
Maturity: 3/18/2022
Issue date: 11/3/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -42.19
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.21
Parity: -1.04
Time value: 0.48
Break-even: 18.73
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.71
Spread abs.: 0.05
Spread %: 10.42%
Delta: -0.96
Theta: -0.03
Omega: -40.68
Rho: -0.03
 

Quote data

Open: 0.350
High: 0.510
Low: 0.350
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.42%
1 Month
  -38.89%
3 Months     -
YTD
  -38.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.320
1M High / 1M Low: 0.890 0.320
6M High / 6M Low: - -
High (YTD): 1/4/2022 0.890
Low (YTD): 1/27/2022 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.638
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   330.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -