Soc. Generale Call 11 IBE1 17.12..../  DE000SR9ZQF1  /

Frankfurt Zert./SG
12/2/2021  3:52:06 PM Chg.-0.003 Bid4:34:31 PM Ask4:34:31 PM Underlying Strike price Expiration date Option type
0.001EUR -75.00% 0.001
Bid Size: 25,000
0.021
Ask Size: 25,000
IBERDROLA INH. EO... 11.00 EUR 12/17/2021 Call

Master data

WKN: SR9ZQF
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 12/17/2021
Issue date: 5/13/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 503.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -0.94
Time value: 0.02
Break-even: 11.02
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 8.19
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.06
Theta: 0.00
Omega: 32.49
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.010
Low: 0.001
Previous Close: 0.004
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -95.24%
1 Month
  -97.92%
3 Months
  -99.62%
YTD
  -99.92%
1 Year
  -99.90%
3 Years     -
5 Years     -
1W High / 1W Low: 0.026 0.004
1M High / 1M Low: 0.051 0.004
6M High / 6M Low: 0.500 0.004
High (YTD): 1/8/2021 1.840
Low (YTD): 12/1/2021 0.004
52W High: 1/8/2021 1.840
52W Low: 12/1/2021 0.004
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   22.901
Avg. price 1Y:   0.521
Avg. volume 1Y:   23.622
Volatility 1M:   878.32%
Volatility 6M:   435.67%
Volatility 1Y:   322.55%
Volatility 3Y:   -