Soc. Generale Call 140 PG 17.12.2.../  DE000SR79JB4  /

EUWAX
12/7/2021  8:31:03 AM Chg.+0.01 Bid10:07:26 AM Ask10:07:26 AM Underlying Strike price Expiration date Option type
1.11EUR +0.91% 1.11
Bid Size: 4,000
0.99
Ask Size: 5,000
Procter & Gamble Co 140.00 USD 12/17/2021 Call

Master data

WKN: SR79JB
Issuer: Société Générale
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/17/2021
Issue date: 5/15/2020
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.48
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: -
Historic volatility: 0.12
Parity: 1.08
Time value: -0.08
Break-even: 134.07
Moneyness: 1.09
Premium: -0.01
Premium p.a.: -0.19
Spread abs.: -0.10
Spread %: -10.00%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+63.24%
1 Month  
+79.03%
3 Months  
+91.38%
YTD  
+38.75%
1 Year  
+48.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.10 0.68
1M High / 1M Low: 1.10 0.49
6M High / 6M Low: 1.10 0.24
High (YTD): 12/6/2021 1.10
Low (YTD): 10/19/2021 0.24
52W High: 12/6/2021 1.10
52W Low: 10/19/2021 0.24
Avg. price 1W:   0.81
Avg. volume 1W:   0.00
Avg. price 1M:   0.72
Avg. volume 1M:   1,761.90
Avg. price 6M:   0.51
Avg. volume 6M:   1,091.60
Avg. price 1Y:   0.52
Avg. volume 1Y:   1,791.85
Volatility 1M:   181.83%
Volatility 6M:   203.62%
Volatility 1Y:   172.76%
Volatility 3Y:   -