Soc. Generale Call 13 GSK 16.09.2.../  DE000SD5TRH2  /

EUWAX
7/5/2022  5:03:12 PM Chg.-0.15 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
5.68EUR -2.57% -
Bid Size: -
-
Ask Size: -
Gsk PLC ORD 25P 13.00 GBP 9/16/2022 Call

Master data

WKN: SD5TRH
Issuer: Société Générale
Currency: EUR
Underlying: Gsk PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 13.00 GBP
Maturity: 9/16/2022
Issue date: 4/30/2021
Last trading day: 9/15/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 5.81
Intrinsic value: 5.81
Implied volatility: 1.00
Historic volatility: 0.27
Parity: 5.81
Time value: 0.02
Break-even: 20.93
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.69%
Delta: 0.77
Theta: -0.01
Omega: 2.75
Rho: 0.02
 

Quote data

Open: 5.82
High: 5.82
Low: 5.68
Previous Close: 5.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.90%
1 Month  
+27.35%
3 Months  
+20.34%
YTD  
+48.69%
1 Year  
+182.59%
3 Years     -
5 Years     -
1W High / 1W Low: 5.83 5.36
1M High / 1M Low: 5.83 4.36
6M High / 6M Low: 6.00 2.77
High (YTD): 4/28/2022 6.00
Low (YTD): 2/24/2022 2.77
52W High: 4/28/2022 6.00
52W Low: 9/28/2021 1.59
Avg. price 1W:   5.60
Avg. volume 1W:   0.00
Avg. price 1M:   5.04
Avg. volume 1M:   0.00
Avg. price 6M:   4.50
Avg. volume 6M:   0.00
Avg. price 1Y:   3.47
Avg. volume 1Y:   1.95
Volatility 1M:   86.36%
Volatility 6M:   97.41%
Volatility 1Y:   90.15%
Volatility 3Y:   -