Soc. Generale Put 170 FDX 18.12.2.../  DE000SB252R9  /

Frankfurt Zert./SG
10/23/2020  11:05:32 AM Chg.-0.009 Bid11:16:51 AM Ask11:16:51 AM Underlying Strike price Expiration date Option type
0.028EUR -24.32% 0.027
Bid Size: 10,000
0.052
Ask Size: 10,000
FEDEX CORP. D... 170.00 - 12/18/2020 Put

Master data

WKN: SB252R
Issuer: Société Générale
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 170.00 -
Maturity: 12/18/2020
Issue date: 7/20/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -486.60
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.44
Parity: -6.36
Time value: 0.05
Break-even: 169.52
Moneyness: 0.73
Premium: 0.27
Premium p.a.: 3.85
Spread abs.: 0.01
Spread %: 20.83%
Delta: -0.04
Theta: -0.04
Omega: -17.60
Rho: -0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.025
Previous Close: 0.037
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -34.88%
1 Month
  -86.00%
3 Months
  -98.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.045 0.027
1M High / 1M Low: 0.210 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   294.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -