Soc. Generale Call 13 GSK 18.03.2.../  DE000SD4TSG5  /

EUWAX
1/25/2022  6:34:21 PM Chg.-0.03 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
3.66EUR -0.81% -
Bid Size: -
-
Ask Size: -
Glaxosmithkline PLC ... 13.00 GBP 3/18/2022 Call

Master data

WKN: SD4TSG
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 13.00 GBP
Maturity: 3/18/2022
Issue date: 3/22/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 3.86
Intrinsic value: 3.86
Implied volatility: 1.04
Historic volatility: 0.21
Parity: 3.86
Time value: 0.41
Break-even: 19.75
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.50
Spread %: 11.71%
Delta: 0.71
Theta: -0.01
Omega: 3.23
Rho: 0.01
 

Quote data

Open: 3.66
High: 3.75
Low: 3.66
Previous Close: 3.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.54%
1 Month
  -3.43%
3 Months  
+117.86%
YTD
  -1.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.85 3.69
1M High / 1M Low: 4.85 3.44
6M High / 6M Low: 4.85 1.34
High (YTD): 1/18/2022 4.85
Low (YTD): 1/4/2022 3.44
52W High: - -
52W Low: - -
Avg. price 1W:   4.23
Avg. volume 1W:   0.00
Avg. price 1M:   3.95
Avg. volume 1M:   0.00
Avg. price 6M:   2.56
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.73%
Volatility 6M:   103.29%
Volatility 1Y:   -
Volatility 3Y:   -