Soc. Generale Put 20 VAS 17.06.20.../  DE000SD4LY79  /

EUWAX
5/16/2022  9:24:06 AM Chg.-0.001 Bid9:27:17 AM Ask9:27:17 AM Underlying Strike price Expiration date Option type
0.013EUR -7.14% 0.012
Bid Size: 10,000
0.022
Ask Size: 10,000
VOESTALPINE AG 20.00 EUR 6/17/2022 Put

Master data

WKN: SD4LY7
Issuer: Société Générale
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 6/17/2022
Issue date: 3/12/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -94.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.31
Parity: -0.46
Time value: 0.03
Break-even: 19.74
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 5.85
Spread abs.: 0.01
Spread %: 38.46%
Delta: -0.13
Theta: -0.02
Omega: -12.51
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.17%
1 Month
  -53.57%
3 Months  
+85.71%
YTD  
+30.00%
1 Year
  -69.77%
3 Years     -
5 Years     -
1W High / 1W Low: 0.029 0.014
1M High / 1M Low: 0.043 0.014
6M High / 6M Low: 0.045 0.003
High (YTD): 4/7/2022 0.045
Low (YTD): 1/13/2022 0.003
52W High: 6/18/2021 0.051
52W Low: 1/13/2022 0.003
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   240
Avg. price 1Y:   0.019
Avg. volume 1Y:   117.647
Volatility 1M:   461.61%
Volatility 6M:   538.17%
Volatility 1Y:   431.66%
Volatility 3Y:   -