Soc. Generale Put 260 FDX 18.12.2.../  DE000SB5F6Y1  /

EUWAX
10/21/2020  5:23:24 PM Chg.+0.016 Bid9:59:33 PM Ask9:54:39 PM Underlying Strike price Expiration date Option type
0.097EUR +19.75% 0.099
Bid Size: 225,000
0.110
Ask Size: 225,000
FEDEX CORP. D... 260.00 - 12/18/2020 Put

Master data

WKN: SB5F6Y
Issuer: Société Générale
Currency: EUR
Underlying: FEDEX CORP. DL-,10
Type: Warrant
Option type: Put
Strike price: 260.00 -
Maturity: 12/18/2020
Issue date: 9/17/2020
Last trading day: 12/17/2020
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -24.30
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.17
Implied volatility: -
Historic volatility: 0.44
Parity: 0.17
Time value: -0.07
Break-even: 250.00
Moneyness: 1.07
Premium: -0.03
Premium p.a.: -0.17
Spread abs.: 0.01
Spread %: 10.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.079
High: 0.097
Low: 0.079
Previous Close: 0.081
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.99%
1 Month
  -67.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.081
1M High / 1M Low: 0.300 0.081
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -