Soc. Generale Call 11.5 IBE1 16.0.../  DE000SF4PVP6  /

EUWAX
5/16/2022  9:20:22 AM Chg.-0.010 Bid11:22:14 AM Ask11:22:14 AM Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.320
Bid Size: 35,000
0.330
Ask Size: 35,000
IBERDROLA INH. EO... 11.50 EUR 9/16/2022 Call

Master data

WKN: SF4PVP
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 9/16/2022
Issue date: 9/16/2021
Last trading day: 9/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 34.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.82
Time value: 0.31
Break-even: 11.81
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.21
Theta: 0.00
Omega: 7.28
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+11.11%
3 Months  
+233.33%
YTD  
+42.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 0.440 0.200
6M High / 6M Low: 0.440 0.076
High (YTD): 5/3/2022 0.440
Low (YTD): 2/14/2022 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.28%
Volatility 6M:   256.14%
Volatility 1Y:   -
Volatility 3Y:   -