Soc. Generale Call 10 IBE1 16.09..../  DE000SF3J6W4  /

Frankfurt Zert./SG
12/3/2021  8:30:07 PM Chg.-0.050 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.550EUR -8.33% 0.580
Bid Size: 7,000
0.590
Ask Size: 7,000
IBERDROLA INH. EO... 10.00 EUR 9/16/2022 Call

Master data

WKN: SF3J6W
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 9/16/2022
Issue date: 8/12/2021
Last trading day: 9/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.22
Parity: -0.31
Time value: 0.59
Break-even: 10.59
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.25
Theta: 0.00
Omega: 4.12
Rho: 0.01
 

Quote data

Open: 0.590
High: 0.600
Low: 0.550
Previous Close: 0.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -27.63%
3 Months
  -46.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.550
1M High / 1M Low: 0.820 0.550
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.687
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -