Soc. Generale Call 10 IBE1 17.06..../  DE000SD314G8  /

EUWAX
12/6/2021  9:23:03 AM Chg.+0.070 Bid1:39:29 PM Ask1:39:29 PM Underlying Strike price Expiration date Option type
0.520EUR +15.56% 0.550
Bid Size: 35,000
0.560
Ask Size: 35,000
IBERDROLA INH. EO... 10.00 EUR 6/17/2022 Call

Master data

WKN: SD314G
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 6/17/2022
Issue date: 2/22/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 19.78
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.22
Parity: -0.31
Time value: 0.49
Break-even: 10.49
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.26
Theta: 0.00
Omega: 5.09
Rho: 0.01
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.77%
1 Month
  -27.78%
3 Months
  -40.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.450
1M High / 1M Low: 0.710 0.450
6M High / 6M Low: 1.190 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.544
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   0.728
Avg. volume 6M:   34.615
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.93%
Volatility 6M:   179.62%
Volatility 1Y:   -
Volatility 3Y:   -