Soc. Generale Put 210 FDX 18.12.2.../  DE000SB4K9J0  /

EUWAX
10/23/2020  8:22:46 AM Chg.-0.010 Bid10:30:04 AM Ask10:30:04 AM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.200
Bid Size: 10,000
0.220
Ask Size: 10,000
FedEx Corp 210.00 USD 12/18/2020 Put

Master data

WKN: SB4K9J
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Put
Strike price: 210.00 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: -101.55
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.44
Parity: -5.58
Time value: 0.23
Break-even: 175.45
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 3.26
Spread abs.: 0.01
Spread %: 4.35%
Delta: -0.11
Theta: -0.11
Omega: -11.39
Rho: -0.04
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -66.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.740 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -