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

EUWAX
3/4/2021  6:18:53 PM Chg.-0.011 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.069EUR -13.75% 0.066
Bid Size: 10,000
0.076
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: 93.83
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.33
Parity: -1.76
Time value: 0.09
Break-even: 102.90
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.10
Theta: -0.01
Omega: 9.40
Rho: 0.02
 

Quote data

Open: 0.087
High: 0.087
Low: 0.066
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.27%
1 Month
  -76.21%
3 Months
  -87.45%
YTD
  -73.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.080
1M High / 1M Low: 0.380 0.080
6M High / 6M Low: 0.980 0.080
High (YTD): 2/12/2021 0.380
Low (YTD): 3/3/2021 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.33%
Volatility 6M:   173.07%
Volatility 1Y:   -
Volatility 3Y:   -