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

Frankfurt Zert./SG
2/26/2021  9:41:16 PM Chg.+0.020 Bid9:57:56 PM Ask9:57:56 PM Underlying Strike price Expiration date Option type
0.081EUR +32.79% 0.080
Bid Size: 10,000
0.093
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: 94.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.33
Parity: -3.84
Time value: 0.09
Break-even: 124.91
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 10.99%
Delta: 0.07
Theta: 0.00
Omega: 6.53
Rho: 0.03
 

Quote data

Open: 0.070
High: 0.090
Low: 0.070
Previous Close: 0.061
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -19.00%
3 Months
  -57.37%
YTD
  -26.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.081 0.059
1M High / 1M Low: 0.130 0.059
6M High / 6M Low: - -
High (YTD): 2/15/2021 0.130
Low (YTD): 1/19/2021 0.053
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -