Soc. Generale Call 16 GSK 18.03.2.../  DE000SD4TSK7  /

Frankfurt Zert./SG
1/28/2022  4:41:02 PM Chg.-0.190 Bid5:08:48 PM Ask5:08:48 PM Underlying Strike price Expiration date Option type
1.060EUR -15.20% 1.010
Bid Size: 15,000
1.030
Ask Size: 15,000
Glaxosmithkline PLC ... 16.00 GBP 3/18/2022 Call

Master data

WKN: SD4TSK
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 16.00 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: 16.46
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.04
Implied volatility: 0.49
Historic volatility: 0.21
Parity: 1.04
Time value: 0.19
Break-even: 20.44
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 4.07%
Delta: 0.48
Theta: 0.00
Omega: 7.96
Rho: 0.01
 

Quote data

Open: 1.010
High: 1.180
Low: 1.010
Previous Close: 1.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.78%
1 Month  
+12.77%
3 Months  
+140.91%
YTD  
+21.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.250 0.740
1M High / 1M Low: 1.470 0.560
6M High / 6M Low: 1.470 0.180
High (YTD): 1/17/2022 1.470
Low (YTD): 1/5/2022 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.873
Avg. volume 1M:   0.000
Avg. price 6M:   0.520
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   372.44%
Volatility 6M:   224.63%
Volatility 1Y:   -
Volatility 3Y:   -