Soc. Generale Call 124 GXI 17.09..../  DE000SB54LR3  /

Frankfurt Zert./SG
3/3/2021  9:35:15 PM Chg.+0.007 Bid9:52:20 PM Ask9:52:20 PM Underlying Strike price Expiration date Option type
0.037EUR +23.33% 0.036
Bid Size: 10,000
0.049
Ask Size: 10,000
GERRESHEIMER AG 124.00 - 9/17/2021 Call

Master data

WKN: SB54LR
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 124.00 -
Maturity: 9/17/2021
Issue date: 10/7/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 205.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.33
Parity: -3.76
Time value: 0.04
Break-even: 124.42
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 23.81%
Delta: 0.04
Theta: 0.00
Omega: 8.14
Rho: 0.02
 

Quote data

Open: 0.029
High: 0.045
Low: 0.026
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.89%
1 Month
  -55.42%
3 Months
  -75.33%
YTD
  -66.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.081 0.030
1M High / 1M Low: 0.130 0.030
6M High / 6M Low: - -
High (YTD): 2/15/2021 0.130
Low (YTD): 3/2/2021 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -