Soc. Generale Put 40 QIA 17.09.20.../  DE000SD0R7Y6  /

Frankfurt Zert./SG
7/30/2021  9:35:45 PM Chg.-0.017 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
0.048EUR -26.15% 0.051
Bid Size: 10,000
0.062
Ask Size: 10,000
QIAGEN NV EO... 40.00 EUR 9/17/2021 Put

Master data

WKN: SD0R7Y
Issuer: Société Générale
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 9/17/2021
Issue date: 10/27/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -75.85
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.27
Parity: -0.48
Time value: 0.06
Break-even: 39.41
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 1.36
Spread abs.: 0.01
Spread %: 16.95%
Delta: -0.28
Theta: -0.03
Omega: -21.46
Rho: -0.02
 

Quote data

Open: 0.054
High: 0.054
Low: 0.041
Previous Close: 0.065
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -71.76%
3 Months
  -85.88%
YTD
  -88.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.081 0.048
1M High / 1M Low: 0.250 0.048
6M High / 6M Low: 0.470 0.048
High (YTD): 3/10/2021 0.470
Low (YTD): 7/30/2021 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   415.12%
Volatility 6M:   204.05%
Volatility 1Y:   -
Volatility 3Y:   -