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

Frankfurt Zert./SG
3/8/2021  2:25:11 PM Chg.+0.020 Bid2:27:56 PM Ask2:27:56 PM Underlying Strike price Expiration date Option type
0.074EUR +37.04% 0.072
Bid Size: 20,000
0.082
Ask Size: 20,000
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: 120.43
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.33
Parity: -1.89
Time value: 0.07
Break-even: 102.69
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 14.49%
Delta: 0.08
Theta: -0.01
Omega: 10.04
Rho: 0.02
 

Quote data

Open: 0.053
High: 0.074
Low: 0.047
Previous Close: 0.054
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -38.33%
1 Month
  -76.88%
3 Months
  -85.20%
YTD
  -71.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.054
1M High / 1M Low: 0.380 0.054
6M High / 6M Low: 0.990 0.054
High (YTD): 2/12/2021 0.380
Low (YTD): 3/5/2021 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.475
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.26%
Volatility 6M:   183.71%
Volatility 1Y:   -
Volatility 3Y:   -