Soc. Generale Call 10.5 IBE1 17.1.../  DE000SR9ZQE4  /

Frankfurt Zert./SG
11/26/2021  3:56:28 PM Chg.-0.014 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
0.086EUR -14.00% 0.058
Bid Size: 10,000
0.068
Ask Size: 10,000
IBERDROLA INH. EO... 10.50 EUR 12/17/2021 Call

Master data

WKN: SR9ZQE
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 12/17/2021
Issue date: 5/13/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 85.54
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.21
Parity: -0.24
Time value: 0.12
Break-even: 10.62
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.26
Theta: 0.00
Omega: 21.87
Rho: 0.00
 

Quote data

Open: 0.041
High: 0.110
Low: 0.041
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.30%
1 Month
  -28.33%
3 Months
  -80.45%
YTD
  -94.34%
1 Year
  -94.11%
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.036
1M High / 1M Low: 0.200 0.036
6M High / 6M Low: 1.070 0.036
High (YTD): 1/8/2021 2.070
Low (YTD): 11/23/2021 0.036
52W High: 1/8/2021 2.070
52W Low: 11/23/2021 0.036
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   23.455
Avg. price 1Y:   0.747
Avg. volume 1Y:   69.260
Volatility 1M:   460.88%
Volatility 6M:   317.79%
Volatility 1Y:   239.12%
Volatility 3Y:   -