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

EUWAX
10/18/2021  6:23:15 PM Chg.-0.03 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
1.12EUR -2.61% -
Bid Size: -
-
Ask Size: -
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: 2.84
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 1.15
Implied volatility: 1.32
Historic volatility: 0.39
Parity: 1.15
Time value: 0.03
Break-even: 3.38
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.81
Theta: 0.00
Omega: 2.30
Rho: 0.00
 

Quote data

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

Performance

1 Week  
+1.82%
1 Month  
+27.27%
3 Months  
+30.23%
YTD  
+77.78%
1 Year  
+1020.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.18 1.07
1M High / 1M Low: 1.18 0.72
6M High / 6M Low: 1.34 0.71
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:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   1.02
Avg. volume 6M:   0.00
Avg. price 1Y:   0.83
Avg. volume 1Y:   141.50
Volatility 1M:   99.09%
Volatility 6M:   85.61%
Volatility 1Y:   142.64%
Volatility 3Y:   -