Soc. Generale Call 125 ESL 17.12..../  DE000SD1LKE0  /

EUWAX
12/3/2021  6:52:00 PM Chg.-0.08 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
5.16EUR -1.53% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 125.00 EUR 12/17/2021 Call

Master data

WKN: SD1LKE
Issuer: Société Générale
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 12/17/2021
Issue date: 11/20/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.35
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 5.20
Implied volatility: 1.64
Historic volatility: 0.20
Parity: 5.20
Time value: 0.09
Break-even: 177.90
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 0.38%
Delta: 0.89
Theta: -0.24
Omega: 2.97
Rho: 0.04
 

Quote data

Open: 5.30
High: 5.30
Low: 5.13
Previous Close: 5.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.37%
1 Month
  -18.10%
3 Months  
+23.45%
YTD  
+258.33%
1 Year  
+319.51%
3 Years     -
5 Years     -
1W High / 1W Low: 5.59 5.16
1M High / 1M Low: 6.80 5.16
6M High / 6M Low: 6.80 2.23
High (YTD): 11/19/2021 6.80
Low (YTD): 1/28/2021 0.85
52W High: 11/19/2021 6.80
52W Low: 1/28/2021 0.85
Avg. price 1W:   5.38
Avg. volume 1W:   0.00
Avg. price 1M:   5.96
Avg. volume 1M:   0.00
Avg. price 6M:   4.14
Avg. volume 6M:   0.00
Avg. price 1Y:   2.95
Avg. volume 1Y:   0.00
Volatility 1M:   80.71%
Volatility 6M:   85.89%
Volatility 1Y:   97.18%
Volatility 3Y:   -