Soc. Generale Call 14 GSK 18.03.2.../  DE000SD4TSH3  /

Frankfurt Zert./SG
1/18/2022  9:42:40 PM Chg.-0.060 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
3.490EUR -1.69% 3.520
Bid Size: 823
3.770
Ask Size: 823
Glaxosmithkline PLC ... 14.00 GBP 3/18/2022 Call

Master data

WKN: SD4TSH
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 14.00 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: 5.56
Leverage: Yes

Calculated values

Fair value: 3.65
Intrinsic value: 3.65
Implied volatility: 0.81
Historic volatility: 0.21
Parity: 3.65
Time value: 0.02
Break-even: 20.42
Moneyness: 1.22
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.69
Theta: 0.00
Omega: 3.82
Rho: 0.02
 

Quote data

Open: 3.470
High: 3.700
Low: 3.470
Previous Close: 3.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.37%
1 Month  
+34.23%
3 Months  
+320.48%
YTD  
+25.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.550 2.700
1M High / 1M Low: 3.550 2.240
6M High / 6M Low: 3.550 0.750
High (YTD): 1/17/2022 3.550
Low (YTD): 1/5/2022 2.240
52W High: - -
52W Low: - -
Avg. price 1W:   3.076
Avg. volume 1W:   0.000
Avg. price 1M:   2.682
Avg. volume 1M:   0.000
Avg. price 6M:   1.586
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.59%
Volatility 6M:   124.83%
Volatility 1Y:   -
Volatility 3Y:   -