Soc. Generale Call 18 GSK 18.03.2.../  DE000SF0FZS0  /

EUWAX
1/28/2022  5:57:39 PM Chg.-0.030 Bid9:20:12 PM Ask9:20:12 PM Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.150
Bid Size: 10,000
0.180
Ask Size: 10,000
Glaxosmithkline PLC ... 18.00 GBP 3/18/2022 Call

Master data

WKN: SF0FZS
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 18.00 GBP
Maturity: 3/18/2022
Issue date: 5/19/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 101.25
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -1.36
Time value: 0.20
Break-even: 21.81
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.74
Spread abs.: 0.05
Spread %: 25.00%
Delta: 0.15
Theta: 0.00
Omega: 15.61
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.150
Low: 0.130
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -17.65%
3 Months  
+16.67%
YTD  
+7.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: 0.330 0.079
6M High / 6M Low: 0.330 0.041
High (YTD): 1/17/2022 0.330
Low (YTD): 1/6/2022 0.079
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.118
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   680.11%
Volatility 6M:   347.40%
Volatility 1Y:   -
Volatility 3Y:   -