Soc. Generale Put 190 FDX 18.12.2.../  DE000SB4HVJ0  /

EUWAX
10/22/2020  4:57:16 PM Chg.+0.019 Bid9:40:45 PM Ask9:40:45 PM Underlying Strike price Expiration date Option type
0.099EUR +23.75% 0.090
Bid Size: 20,000
0.100
Ask Size: 20,000
FEDEX CORP. D... 190.00 - 12/18/2020 Put

Master data

WKN: SB4HVJ
Issuer: Société Générale
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 190.00 -
Maturity: 12/18/2020
Issue date: 8/11/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -238.18
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.44
Parity: -4.82
Time value: 0.10
Break-even: 189.00
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 2.33
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.08
Theta: -0.06
Omega: -19.79
Rho: -0.03
 

Quote data

Open: 0.086
High: 0.099
Low: 0.086
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -76.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.076
1M High / 1M Low: 0.420 0.076
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.200
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -