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

EUWAX
7/4/2022  5:04:22 PM Chg.+0.22 Bid10:00:22 PM Ask10:00:22 PM Underlying Strike price Expiration date Option type
5.83EUR +3.92% -
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: 3.57
Leverage: Yes

Calculated values

Fair value: 5.79
Intrinsic value: 5.79
Implied volatility: 1.01
Historic volatility: 0.27
Parity: 5.79
Time value: 0.05
Break-even: 20.92
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.68%
Delta: 0.76
Theta: -0.01
Omega: 2.73
Rho: 0.02
 

Quote data

Open: 5.94
High: 5.94
Low: 5.83
Previous Close: 5.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+30.72%
3 Months  
+37.50%
YTD  
+52.62%
1 Year  
+183.01%
3 Years     -
5 Years     -
1W High / 1W Low: 5.70 5.30
1M High / 1M Low: 5.70 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:   5.50
Avg. volume 1W:   0.00
Avg. price 1M:   5.00
Avg. volume 1M:   0.00
Avg. price 6M:   4.48
Avg. volume 6M:   0.00
Avg. price 1Y:   3.46
Avg. volume 1Y:   1.95
Volatility 1M:   88.17%
Volatility 6M:   97.50%
Volatility 1Y:   90.27%
Volatility 3Y:   -