Soc. Generale Call 17 GSK 18.03.2.../  DE000SD45Y20  /

Frankfurt Zert./SG
1/14/2022  9:40:34 PM Chg.+0.060 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.370EUR +19.35% 0.360
Bid Size: 7,758
0.410
Ask Size: 7,758
Glaxosmithkline PLC ... 17.00 GBP 3/18/2022 Call

Master data

WKN: SD45Y2
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 17.00 GBP
Maturity: 3/18/2022
Issue date: 3/31/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 48.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -0.69
Time value: 0.41
Break-even: 20.78
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.24
Theta: 0.00
Omega: 11.31
Rho: 0.01
 

Quote data

Open: 0.280
High: 0.380
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+48.00%
1 Month
  -9.76%
3 Months  
+270.00%
YTD  
+2.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.280
1M High / 1M Low: 0.430 0.220
6M High / 6M Low: 0.440 0.083
High (YTD): 1/14/2022 0.370
Low (YTD): 1/5/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   0.231
Avg. volume 6M:   19.380
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.44%
Volatility 6M:   205.99%
Volatility 1Y:   -
Volatility 3Y:   -