Soc. Generale Call 17 GSK!OLD1 18.../  DE000SD45Y20  /

Frankfurt Zert./SG
1/21/2022  8:04:09 PM Chg.+0.060 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
0.360EUR +20.00% 0.360
Bid Size: 7,969
0.400
Ask Size: 7,969
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: 52.26
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -0.46
Time value: 0.38
Break-even: 20.70
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.25
Theta: 0.00
Omega: 12.81
Rho: 0.01
 

Quote data

Open: 0.300
High: 0.420
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month  
+2.86%
3 Months  
+227.27%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.300
1M High / 1M Low: 0.730 0.220
6M High / 6M Low: 0.730 0.083
High (YTD): 1/17/2022 0.730
Low (YTD): 1/5/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.516
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.246
Avg. volume 6M:   19.380
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.53%
Volatility 6M:   255.29%
Volatility 1Y:   -
Volatility 3Y:   -