Soc. Generale Call 126 GXI 17.09..../  DE000SB54LS1  /

EUWAX
3/3/2021  3:12:02 PM Chg.+0.012 Bid3:46:51 PM Ask3:46:51 PM Underlying Strike price Expiration date Option type
0.035EUR +52.17% 0.034
Bid Size: 20,000
0.044
Ask Size: 20,000
GERRESHEIMER AG 126.00 - 9/17/2021 Call

Master data

WKN: SB54LS
Issuer: Société Générale
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 126.00 -
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: 0.46
Historic volatility: 0.33
Parity: -3.96
Time value: 0.04
Break-even: 126.35
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 1.02
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.03
Theta: 0.00
Omega: 8.39
Rho: 0.01
 

Quote data

Open: 0.022
High: 0.035
Low: 0.020
Previous Close: 0.023
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.31%
1 Month
  -51.39%
3 Months
  -73.08%
YTD
  -63.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.074 0.023
1M High / 1M Low: 0.120 0.023
6M High / 6M Low: - -
High (YTD): 2/15/2021 0.120
Low (YTD): 3/2/2021 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   356.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -