Soc. Generale Put 20 VAS 17.06.2022
/ DE000SD4LY79
Soc. Generale Put 20 VAS 17.06.20.../ DE000SD4LY79 /
| 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: |
|
- |