Soc. Generale Call 102 GXI 18.06..../  DE000SB2SV97  /

EUWAX
2/25/2021  6:15:23 PM Chg.-0.010 Bid8:00:49 PM Ask8:00:19 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.100
Bid Size: 10,000
0.110
Ask Size: 10,000
GERRESHEIMER AG 102.00 - 6/18/2021 Call

Master data

WKN: SB2SV9
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 102.00 -
Maturity: 6/18/2021
Issue date: 7/10/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 65.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.33
Parity: -1.64
Time value: 0.13
Break-even: 103.30
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.83
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.13
Theta: -0.01
Omega: 8.33
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.100
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.26%
1 Month
  -52.17%
3 Months
  -78.43%
YTD
  -57.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.120
1M High / 1M Low: 0.380 0.120
6M High / 6M Low: 1.000 0.120
High (YTD): 2/12/2021 0.380
Low (YTD): 2/24/2021 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.526
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.62%
Volatility 6M:   169.60%
Volatility 1Y:   -
Volatility 3Y:   -