Soc. Generale Call 10 IBE1 16.12..../  DE000SG73M00  /

EUWAX
5/24/2022  8:13:55 AM Chg.-0.04 Bid3:01:07 PM Ask1:06:04 PM Underlying Strike price Expiration date Option type
1.41EUR -2.76% 1.38
Bid Size: 30,000
-
Ask Size: -
IBERDROLA INH. EO... 10.00 EUR 12/16/2022 Call

Master data

WKN: SG73M0
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 12/16/2022
Issue date: 4/1/2015
Last trading day: 12/14/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.38
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.15
Implied volatility: 0.69
Historic volatility: 0.25
Parity: 1.15
Time value: 0.37
Break-even: 11.51
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.46
Theta: 0.00
Omega: 3.36
Rho: 0.02
 

Quote data

Open: 1.41
High: 1.41
Low: 1.41
Previous Close: 1.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.57%
1 Month  
+45.36%
3 Months  
+161.11%
YTD  
+74.07%
1 Year
  -27.69%
3 Years  
+176.47%
5 Years  
+166.04%
1W High / 1W Low: 1.45 1.22
1M High / 1M Low: 1.45 1.07
6M High / 6M Low: 1.45 0.37
High (YTD): 5/23/2022 1.45
Low (YTD): 2/14/2022 0.37
52W High: 5/25/2021 1.88
52W Low: 10/4/2021 0.31
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   0.00
Avg. price 1Y:   0.87
Avg. volume 1Y:   0.00
Volatility 1M:   128.69%
Volatility 6M:   183.05%
Volatility 1Y:   161.24%
Volatility 3Y:   133.41%