Soc. Generale Put 170 TRV 18.03.2.../  DE000SD351M8  /

EUWAX
12/8/2021  7:02:33 PM Chg.-0.12 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
1.73EUR -6.49% -
Bid Size: -
-
Ask Size: -
The Travelers Compan... 170.00 USD 3/18/2022 Put

Master data

WKN: SD351M
Issuer: Société Générale
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Put
Strike price: 170.00 USD
Maturity: 3/18/2022
Issue date: 2/25/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.50
Leverage: Yes

Calculated values

Fair value: 4.04
Intrinsic value: 1.50
Implied volatility: -
Historic volatility: 0.19
Parity: 1.50
Time value: 0.31
Break-even: 132.71
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.11%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.78
High: 1.78
Low: 1.73
Previous Close: 1.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.36%
1 Month  
+23.57%
3 Months  
+6.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.14 1.85
1M High / 1M Low: 2.16 1.37
6M High / 6M Low: 2.56 1.26
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.66
Avg. volume 1M:   0.00
Avg. price 6M:   1.83
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.27%
Volatility 6M:   108.75%
Volatility 1Y:   -
Volatility 3Y:   -