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

EUWAX
5/25/2022  4:55:19 PM Chg.-0.02 Bid7:46:46 AM Ask7:46:46 AM Underlying Strike price Expiration date Option type
5.68EUR -0.35% 5.64
Bid Size: 530
5.68
Ask Size: 530
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: 3.62
Leverage: Yes

Calculated values

Fair value: 5.76
Intrinsic value: 5.76
Implied volatility: 0.97
Historic volatility: 0.26
Parity: 5.76
Time value: 0.02
Break-even: 20.96
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 0.69%
Delta: 0.71
Theta: 0.00
Omega: 2.57
Rho: 0.03
 

Quote data

Open: 5.61
High: 5.68
Low: 5.61
Previous Close: 5.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.15%
1 Month  
+11.81%
3 Months  
+65.12%
YTD  
+48.69%
1 Year  
+308.63%
3 Years     -
5 Years     -
1W High / 1W Low: 5.76 5.02
1M High / 1M Low: 6.00 4.82
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: 5/27/2021 1.27
Avg. price 1W:   5.56
Avg. volume 1W:   0.00
Avg. price 1M:   5.47
Avg. volume 1M:   0.00
Avg. price 6M:   4.18
Avg. volume 6M:   0.00
Avg. price 1Y:   3.11
Avg. volume 1Y:   1.95
Volatility 1M:   105.15%
Volatility 6M:   93.12%
Volatility 1Y:   91.31%
Volatility 3Y:   -