Soc. Generale Put 40 O3P 17.09.20.../  DE000SD5D876  /

EUWAX
7/30/2021  8:15:07 AM Chg.+0.003 Bid12:34:47 PM Ask12:34:47 PM Underlying Strike price Expiration date Option type
0.014EUR +27.27% 0.020
Bid Size: 10,000
0.030
Ask Size: 10,000
OESTERREICH. POST AG 40.00 EUR 9/17/2021 Put

Master data

WKN: SD5D87
Issuer: Société Générale
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 9/17/2021
Issue date: 4/13/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -188.33
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.20
Parity: -0.52
Time value: 0.02
Break-even: 39.76
Moneyness: 0.88
Premium: 0.12
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 41.67%
Delta: -0.18
Theta: -0.02
Omega: -33.84
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month
  -50.00%
3 Months
  -96.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.011 0.008
1M High / 1M Low: 0.028 0.004
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   788.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -