Soc. Generale Call 102 GXI 18.06.2021
/ DE000SB2SV97
Soc. Generale Call 102 GXI 18.06..../ DE000SB2SV97 /
| 2/26/2021 9:47:13 PM |
Chg.+0.025 |
Bid2/26/2021 |
Ask2/26/2021 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+26.32% |
0.120
Bid Size: 10,000 |
0.130
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: |
65.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.33 |
| Parity: |
-1.64 |
| Time value: |
0.13 |
| Break-even: |
103.30 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
8.34 |
| Rho: |
0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.130 |
| Low: |
0.110 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
COA RC |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.45% |
| 1 Month |
|
|
-47.83% |
| 3 Months |
|
|
-77.36% |
| YTD |
|
|
-53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.095 |
| 1M High / 1M Low: |
0.380 |
0.095 |
| 6M High / 6M Low: |
1.000 |
0.095 |
| High (YTD): |
2/12/2021 |
0.380 |
| Low (YTD): |
2/25/2021 |
0.095 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.139 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.35% |
| Volatility 6M: |
|
179.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |