Soc. Generale Put 16 GSK!OLD1 18..../  DE000SF6BCK2  /

EUWAX
1/26/2022  8:59:12 AM Chg.-0.130 Bid11:54:37 AM Ask11:54:37 AM Underlying Strike price Expiration date Option type
0.650EUR -16.67% 0.710
Bid Size: 15,000
0.730
Ask Size: 15,000
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: -24.66
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.21
Parity: -0.36
Time value: 0.79
Break-even: 18.33
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 2.53%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month
  -18.75%
3 Months     -
YTD
  -9.72%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.450
1M High / 1M Low: 0.880 0.380
6M High / 6M Low: - -
High (YTD): 1/4/2022 0.880
Low (YTD): 1/18/2022 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.628
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -