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

EUWAX
4/19/2021  6:15:22 PM Chg.+0.007 Bid9:59:57 PM Ask9:57:00 PM Underlying Strike price Expiration date Option type
0.034EUR +25.93% 0.040
Bid Size: 10,000
0.050
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: 228.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -1.30
Time value: 0.04
Break-even: 102.39
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 1.34
Spread abs.: 0.01
Spread %: 25.64%
Delta: 0.07
Theta: -0.01
Omega: 16.22
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.041
Low: 0.032
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.90%
1 Month
  -15.00%
3 Months
  -83.81%
YTD
  -86.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.027 0.013
1M High / 1M Low: 0.079 0.013
6M High / 6M Low: 0.850 0.013
High (YTD): 2/12/2021 0.380
Low (YTD): 4/13/2021 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   600.05%
Volatility 6M:   290.79%
Volatility 1Y:   -
Volatility 3Y:   -