Soc. Generale Call 130 SQU 16.12..../  DE000SD50L84  /

EUWAX
1/25/2022  9:19:36 AM Chg.0.000 Bid3:00:12 PM Ask3:00:12 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.140
Bid Size: 40,000
0.150
Ask Size: 40,000
VINCI S.A. INH. EO... 130.00 EUR 12/16/2022 Call

Master data

WKN: SD50L8
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 12/16/2022
Issue date: 5/10/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 68.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.23
Parity: -3.47
Time value: 0.14
Break-even: 131.40
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.08
Theta: 0.00
Omega: 5.41
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+30.00%
3 Months  
+18.18%
YTD  
+30.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.160 0.095
6M High / 6M Low: 0.170 0.083
High (YTD): 1/20/2022 0.160
Low (YTD): 1/7/2022 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.129
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.59%
Volatility 6M:   139.14%
Volatility 1Y:   -
Volatility 3Y:   -