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

EUWAX
5/15/2024  8:59:45 AM Chg.+0.007 Bid8:22:07 PM Ask8:22:07 PM Underlying Strike price Expiration date Option type
0.008EUR +700.00% 0.012
Bid Size: 50,000		 0.044
Ask Size: 50,000		 FedEx Corp 220.00 USD 6/21/2024 Put
 

Master data

WKN: SV48A9
Issuer: Société Générale
Currency: EUR
Underlying: FedEx Corp
Type: Warrant
Option type: Put
Strike price: 220.00 USD
Maturity: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -520.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -3.61
Time value: 0.05
Break-even: 202.98
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 3.06
Spread abs.: 0.03
Spread %: 170.59%
Delta: -0.04
Theta: -0.03
Omega: -23.16
Rho: -0.01
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -72.41%
3 Months
  -98.71%
YTD
  -98.37%
1 Year
  -99.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.001
1M High / 1M Low: 0.063 0.001
6M High / 6M Low: 0.780 0.001
High (YTD): 2/14/2024 0.680
Low (YTD): 5/14/2024 0.001
52W High: 5/31/2023 2.540
52W Low: 5/14/2024 0.001
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.370
Avg. volume 6M:   0.000
Avg. price 1Y:   0.848
Avg. volume 1Y:   0.000
Volatility 1M:   584.07%
Volatility 6M:   2,916.12%
Volatility 1Y:   2,054.42%
Volatility 3Y:   -