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

Frankfurt Zert./SG
3/5/2021  9:39:21 PM Chg.-0.031 Bid8:01:37 AM Ask8:01:37 AM Underlying Strike price Expiration date Option type
0.010EUR -75.61% 0.008
Bid Size: 10,000
0.024
Ask Size: 10,000
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: 377.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.33
Parity: -4.29
Time value: 0.02
Break-even: 126.22
Moneyness: 0.66
Premium: 0.52
Premium p.a.: 1.19
Spread abs.: 0.01
Spread %: 45.45%
Delta: 0.02
Theta: 0.00
Omega: 8.93
Rho: 0.01
 

Quote data

Open: 0.037
High: 0.037
Low: 0.009
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -85.71%
3 Months
  -92.31%
YTD
  -88.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.010
1M High / 1M Low: 0.120 0.010
6M High / 6M Low: - -
High (YTD): 2/15/2021 0.120
Low (YTD): 3/5/2021 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   486.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -