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Soc. Generale Put 220 FDX 21.06.2.../  DE000SV48A98  /

EUWAX
22/05/2024  09:01:10 Chg.+0.004 Bid18:10:22 Ask18:10:22 Underlying Strike price Expiration date Option type
0.005EUR +400.00% 0.019
Bid Size: 45,000		 0.045
Ask Size: 45,000		 FedEx Corp 220.00 USD 21/06/2024 Put
 

Master data

WKN: SV48A9
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -540.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.23
Parity: -2.98
Time value: 0.04
Break-even: 202.26
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 3.42
Spread abs.: 0.03
Spread %: 258.33%
Delta: -0.05
Theta: -0.03
Omega: -26.62
Rho: -0.01
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -88.89%
3 Months
  -98.98%
YTD
  -98.98%
1 Year
  -99.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.001
1M High / 1M Low: 0.045 0.001
6M High / 6M Low: 0.730 0.001
High (YTD): 14/02/2024 0.680
Low (YTD): 21/05/2024 0.001
52W High: 31/05/2023 2.540
52W Low: 21/05/2024 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.341
Avg. volume 6M:   0.000
Avg. price 1Y:   0.804
Avg. volume 1Y:   0.000
Volatility 1M:   2,529.19%
Volatility 6M:   3,069.83%
Volatility 1Y:   2,165.00%
Volatility 3Y:   -