Soc. Generale Call 2.2 BSD2 17.12.../  DE000SR7Y2V7  /

EUWAX
10/21/2021  5:59:52 PM Chg.- Bid8:40:09 AM Ask8:40:09 AM Underlying Strike price Expiration date Option type
1.10EUR - 1.10
Bid Size: 15,000
1.14
Ask Size: 15,000
BCO SANTANDER N.EO0,... 2.20 EUR 12/17/2021 Call

Master data

WKN: SR7Y2V
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.20 EUR
Maturity: 12/17/2021
Issue date: 5/13/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.93
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.11
Implied volatility: 1.27
Historic volatility: 0.39
Parity: 1.11
Time value: 0.02
Break-even: 3.33
Moneyness: 1.51
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.82
Theta: 0.00
Omega: 2.39
Rho: 0.00
 

Quote data

Open: 1.13
High: 1.13
Low: 1.10
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+37.50%
3 Months  
+20.88%
YTD  
+74.60%
1 Year  
+1000.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.15 1.10
1M High / 1M Low: 1.18 0.80
6M High / 6M Low: 1.34 0.72
High (YTD): 6/3/2021 1.34
Low (YTD): 2/1/2021 0.48
52W High: 6/3/2021 1.34
52W Low: 10/29/2020 0.09
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.03
Avg. volume 6M:   0.00
Avg. price 1Y:   0.84
Avg. volume 1Y:   140.94
Volatility 1M:   96.31%
Volatility 6M:   84.04%
Volatility 1Y:   140.53%
Volatility 3Y:   -