Soc. Generale Call 120 SQU 16.12..../  DE000SD50L76  /

EUWAX
1/28/2022  4:57:01 PM Chg.-0.020 Bid5:05:47 PM Ask5:05:47 PM Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.250
Bid Size: 40,000
0.260
Ask Size: 40,000
VINCI S.A. INH. EO... 120.00 EUR 12/16/2022 Call

Master data

WKN: SD50L7
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 12/16/2022
Issue date: 5/10/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -2.24
Time value: 0.27
Break-even: 122.70
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.13
Theta: 0.00
Omega: 4.76
Rho: 0.09
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+41.18%
3 Months  
+20.00%
YTD  
+41.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.290 0.170
6M High / 6M Low: 0.290 0.130
High (YTD): 1/20/2022 0.290
Low (YTD): 1/3/2022 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.72%
Volatility 6M:   135.31%
Volatility 1Y:   -
Volatility 3Y:   -