Soc. Generale Put 200 FDX 18.12.2.../  DE000SB4K9H4  /

EUWAX
10/22/2020  5:02:16 PM Chg.+0.020 Bid8:19:46 PM Ask8:19:46 PM Underlying Strike price Expiration date Option type
0.140EUR +16.67% 0.150
Bid Size: 20,000
0.160
Ask Size: 20,000
FedEx Corp 200.00 USD 12/18/2020 Put

Master data

WKN: SB4K9H
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 12/18/2020
Issue date: 8/12/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -170.13
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.44
Parity: -6.94
Time value: 0.14
Break-even: 167.35
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 4.30
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.07
Theta: -0.08
Omega: -11.43
Rho: -0.03
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -75.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.580 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -