Soc. Generale Put 19.77 IXD1 17.0.../  DE000SF1RAW8  /

Frankfurt Zert./SG
12/6/2021  10:07:16 AM Chg.-0.003 Bid10:44:14 AM Ask10:44:14 AM Underlying Strike price Expiration date Option type
0.049EUR -5.77% 0.049
Bid Size: 125,000
0.059
Ask Size: 125,000
INDITEX INH. EO... 19.77 EUR 6/17/2022 Put

Master data

WKN: SF1RAW
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Put
Strike price: 19.77 EUR
Maturity: 6/17/2022
Issue date: 6/22/2021
Last trading day: 6/16/2022
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -46.16
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.26
Parity: -0.82
Time value: 0.06
Break-even: 19.17
Moneyness: 0.71
Premium: 0.31
Premium p.a.: 0.67
Spread abs.: 0.01
Spread %: 16.39%
Delta: -0.32
Theta: -0.02
Omega: -14.71
Rho: -0.05
 

Quote data

Open: 0.048
High: 0.050
Low: 0.048
Previous Close: 0.052
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+44.12%
1 Month  
+276.92%
3 Months  
+40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.052 0.034
1M High / 1M Low: 0.052 0.013
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -