Soc. Generale Call 122 GXI 17.09..../  DE000SB54LQ5  /

EUWAX
3/3/2021  1:11:45 PM Chg.-0.003 Bid1:32:54 PM Ask1:32:54 PM Underlying Strike price Expiration date Option type
0.021EUR -12.50% 0.021
Bid Size: 20,000
0.031
Ask Size: 20,000
GERRESHEIMER AG 122.00 - 9/17/2021 Call

Master data

WKN: SB54LQ
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 122.00 -
Maturity: 9/17/2021
Issue date: 10/7/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 246.86
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.33
Parity: -3.56
Time value: 0.04
Break-even: 122.35
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.04
Theta: 0.00
Omega: 8.65
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.022
Low: 0.021
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.16%
1 Month
  -76.67%
3 Months
  -87.65%
YTD
  -82.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.066 0.024
1M High / 1M Low: 0.120 0.024
6M High / 6M Low: - -
High (YTD): 1/5/2021 0.130
Low (YTD): 3/2/2021 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   318.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -