Soc. Generale Call 16 ZIL2 16.09..../  DE000SF3J363  /

EUWAX
1/14/2022  6:23:57 PM Chg.+0.02 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
1.29EUR +1.57% -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG NA ... 16.00 EUR 9/16/2022 Call

Master data

WKN: SF3J36
Issuer: Société Générale
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 9/16/2022
Issue date: 8/12/2021
Last trading day: 9/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.34
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.46
Parity: -3.21
Time value: 1.37
Break-even: 17.37
Moneyness: 0.80
Premium: 0.36
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 3.65%
Delta: 0.32
Theta: 0.00
Omega: 2.98
Rho: 0.02
 

Quote data

Open: 1.27
High: 1.30
Low: 1.24
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.19%
1 Month  
+74.32%
3 Months
  -18.35%
YTD  
+63.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.33 1.18
1M High / 1M Low: 1.76 0.70
6M High / 6M Low: - -
High (YTD): 1/5/2022 1.76
Low (YTD): 1/4/2022 0.95
52W High: - -
52W Low: - -
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -