Soc. Generale Put 240 FDX 18.12.2.../  DE000SB453Q5  /

Frankfurt Zert./SG
10/21/2020  9:37:58 PM Chg.+0.040 Bid8:39:05 AM Ask8:39:05 AM Underlying Strike price Expiration date Option type
0.540EUR +8.00% 0.590
Bid Size: 10,000
0.620
Ask Size: 4,987
FEDEX CORP. D... 240.00 - 12/18/2020 Put

Master data

WKN: SB453Q
Issuer: Société Générale
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 240.00 -
Maturity: 12/18/2020
Issue date: 9/4/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.79
Leverage: Yes

Calculated values

Fair value: 3.11
Intrinsic value: 0.18
Implied volatility: -
Historic volatility: 0.44
Parity: 0.18
Time value: 0.39
Break-even: 234.30
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.75%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.440
High: 0.570
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.20%
1 Month
  -67.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.580 0.490
1M High / 1M Low: 1.710 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   2,200
Avg. price 1M:   0.969
Avg. volume 1M:   500
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -