Soc. Generale Put 20 IXD1 17.06.2.../  DE000SF1RAW8  /

EUWAX
10/15/2021  5:35:12 PM Chg.-0.006 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.021EUR -22.22% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 20.00 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: 20.00 EUR
Maturity: 6/17/2022
Issue date: 6/22/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -100.48
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.29
Parity: -1.12
Time value: 0.03
Break-even: 19.69
Moneyness: 0.64
Premium: 0.37
Premium p.a.: 0.60
Spread abs.: 0.01
Spread %: 32.26%
Delta: -0.20
Theta: -0.01
Omega: -20.32
Rho: -0.04
 

Quote data

Open: 0.025
High: 0.025
Low: 0.021
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -4.55%
3 Months
  -66.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.029 0.021
1M High / 1M Low: 0.029 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -