Soc. Generale Put 40 VAS 17.06.20.../  DE000SD51HM4  /

EUWAX
5/16/2022  9:32:31 AM Chg.-0.01 Bid10:23:37 AM Ask10:23:37 AM Underlying Strike price Expiration date Option type
1.51EUR -0.66% 1.47
Bid Size: 5,000
1.50
Ask Size: 5,000
VOESTALPINE AG 40.00 EUR 6/17/2022 Put

Master data

WKN: SD51HM
Issuer: Société Générale
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 6/17/2022
Issue date: 5/11/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -1.56
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.54
Implied volatility: -
Historic volatility: 0.31
Parity: 1.54
Time value: 0.03
Break-even: 24.30
Moneyness: 1.63
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.91%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.04%
1 Month  
+2.72%
3 Months  
+67.78%
YTD  
+81.93%
1 Year  
+104.05%
3 Years     -
5 Years     -
1W High / 1W Low: 1.66 1.52
1M High / 1M Low: 1.66 1.41
6M High / 6M Low: 1.66 0.64
High (YTD): 5/9/2022 1.66
Low (YTD): 1/13/2022 0.64
52W High: 5/9/2022 1.66
52W Low: 8/13/2021 0.48
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   1.12
Avg. volume 6M:   0.00
Avg. price 1Y:   0.94
Avg. volume 1Y:   0.00
Volatility 1M:   63.04%
Volatility 6M:   91.32%
Volatility 1Y:   84.28%
Volatility 3Y:   -