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

Frankfurt Zert./SG
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:   -