Soc. Generale Call 18 ZIL2 16.09..../  DE000SF3J371  /

EUWAX
1/27/2022  6:25:15 PM Chg.-0.020 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.460EUR -4.17% -
Bid Size: -
-
Ask Size: -
ELRINGKLINGER AG NA ... 18.00 EUR 9/16/2022 Call

Master data

WKN: SF3J37
Issuer: Société Générale
Currency: EUR
Underlying: ELRINGKLINGER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 18.00 EUR
Maturity: 9/16/2022
Issue date: 8/12/2021
Last trading day: 9/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.47
Parity: -7.34
Time value: 0.50
Break-even: 18.50
Moneyness: 0.59
Premium: 0.74
Premium p.a.: 1.38
Spread abs.: 0.03
Spread %: 6.00%
Delta: 0.17
Theta: 0.00
Omega: 3.63
Rho: 0.01
 

Quote data

Open: 0.430
High: 0.480
Low: 0.430
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month
  -17.86%
3 Months
  -60.00%
YTD
  -23.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.390
1M High / 1M Low: 1.330 0.390
6M High / 6M Low: - -
High (YTD): 1/5/2022 1.330
Low (YTD): 1/24/2022 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.755
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -