Soc. Generale Call 16 ZIL2 18.03..../  DE000SD3R582  /

Frankfurt Zert./SG
1/18/2022  8:40:55 PM Chg.-0.070 Bid9:03:04 PM Ask9:03:04 PM Underlying Strike price Expiration date Option type
0.150EUR -31.82% 0.150
Bid Size: 10,000
0.180
Ask Size: 10,000
ELRINGKLINGER AG NA ... 16.00 EUR 3/18/2022 Call

Master data

WKN: SD3R58
Issuer: Société Générale
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 3/18/2022
Issue date: 2/10/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 50.64
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.46
Parity: -3.34
Time value: 0.25
Break-even: 16.25
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 3.69
Spread abs.: 0.02
Spread %: 8.00%
Delta: 0.15
Theta: 0.00
Omega: 7.74
Rho: 0.00
 

Quote data

Open: 0.210
High: 0.210
Low: 0.150
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month  
+36.36%
3 Months
  -74.14%
YTD  
+25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.440 0.095
6M High / 6M Low: 2.150 0.095
High (YTD): 1/6/2022 0.440
Low (YTD): 1/4/2022 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.254
Avg. volume 1W:   0.000
Avg. price 1M:   0.212
Avg. volume 1M:   52.632
Avg. price 6M:   0.830
Avg. volume 6M:   15.504
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   664.47%
Volatility 6M:   306.44%
Volatility 1Y:   -
Volatility 3Y:   -