Soc. Generale Call 12 GSK!OLD1 18.../  DE000SD4TSF7  /

EUWAX
1/25/2022  9:25:24 AM Chg.-0.02 Bid3:06:32 PM Ask3:06:32 PM Underlying Strike price Expiration date Option type
4.84EUR -0.41% 4.96
Bid Size: 10,000
4.98
Ask Size: 10,000
Glaxosmithkline PLC ... 12.00 GBP 3/18/2022 Call

Master data

WKN: SD4TSF
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 12.00 GBP
Maturity: 3/18/2022
Issue date: 3/22/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.55
Leverage: Yes

Calculated values

Fair value: 5.05
Intrinsic value: 5.05
Implied volatility: 1.22
Historic volatility: 0.21
Parity: 5.05
Time value: 0.40
Break-even: 19.74
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.50
Spread %: 9.17%
Delta: 0.76
Theta: -0.01
Omega: 2.71
Rho: 0.01
 

Quote data

Open: 4.84
High: 4.84
Low: 4.84
Previous Close: 4.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -2.22%
3 Months  
+79.93%
YTD
  -0.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 6.05 4.86
1M High / 1M Low: 6.05 4.61
6M High / 6M Low: 6.05 2.22
High (YTD): 1/18/2022 6.05
Low (YTD): 1/4/2022 4.61
52W High: - -
52W Low: - -
Avg. price 1W:   5.43
Avg. volume 1W:   0.00
Avg. price 1M:   5.13
Avg. volume 1M:   0.00
Avg. price 6M:   3.62
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.15%
Volatility 6M:   82.06%
Volatility 1Y:   -
Volatility 3Y:   -