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

Frankfurt Zert./SG
5/23/2022  9:43:55 PM Chg.0.000 Bid5/23/2022 Ask5/23/2022 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.020
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: -132.90
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.31
Parity: -0.66
Time value: 0.02
Break-even: 19.80
Moneyness: 0.75
Premium: 0.26
Premium p.a.: 26.58
Spread abs.: 0.02
Spread %: 85.00%
Delta: -0.08
Theta: -0.02
Omega: -10.73
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -88.89%
1 Month
  -95.45%
3 Months
  -93.33%
YTD
  -91.67%
1 Year
  -97.37%
3 Years     -
5 Years     -
1W High / 1W Low: 0.009 0.001
1M High / 1M Low: 0.046 0.001
6M High / 6M Low: 0.046 0.001
High (YTD): 4/26/2022 0.046
Low (YTD): 5/20/2022 0.001
52W High: 6/17/2021 0.052
52W Low: 5/20/2022 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   0.018
Avg. volume 1Y:   0.000
Volatility 1M:   485.27%
Volatility 6M:   504.02%
Volatility 1Y:   411.91%
Volatility 3Y:   -