Soc. Generale Call 14 ZIL2 18.03..../  DE000SD30Y19  /

Frankfurt Zert./SG
1/21/2022  7:56:36 PM Chg.-0.070 Bid8:50:05 PM Ask8:50:05 PM Underlying Strike price Expiration date Option type
0.220EUR -24.14% 0.220
Bid Size: 10,000
0.250
Ask Size: 10,000
ELRINGKLINGER AG NA ... 14.00 EUR 3/18/2022 Call

Master data

WKN: SD30Y1
Issuer: Société Générale
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 3/18/2022
Issue date: 2/19/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 43.60
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.46
Parity: -3.10
Time value: 0.25
Break-even: 14.25
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 4.92
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.17
Theta: 0.00
Omega: 7.20
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.200
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -68.12%
1 Month
  -33.33%
3 Months
  -77.55%
YTD
  -29.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.610 0.220
1M High / 1M Low: 1.060 0.220
6M High / 6M Low: 2.940 0.220
High (YTD): 1/5/2022 1.060
Low (YTD): 1/21/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   1.236
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   581.50%
Volatility 6M:   283.30%
Volatility 1Y:   -
Volatility 3Y:   -