Soc. Generale Call 2.3 BSD2 17.12.../  DE000SD1LFG5  /

EUWAX
10/22/2021  6:53:56 PM Chg.-0.030 Bid10:00:22 PM Ask10:00:22 PM Underlying Strike price Expiration date Option type
0.970EUR -3.00% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 2.30 EUR 12/17/2021 Call

Master data

WKN: SD1LFG
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.30 EUR
Maturity: 12/17/2021
Issue date: 11/20/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.98
Implied volatility: 1.20
Historic volatility: 0.39
Parity: 0.98
Time value: 0.03
Break-even: 3.31
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.79
Theta: 0.00
Omega: 2.57
Rho: 0.00
 

Quote data

Open: 1.000
High: 1.010
Low: 0.970
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.62%
1 Month  
+18.29%
3 Months  
+10.23%
YTD  
+67.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.050 0.970
1M High / 1M Low: 1.080 0.810
6M High / 6M Low: 1.250 0.640
High (YTD): 6/3/2021 1.250
Low (YTD): 2/1/2021 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.956
Avg. volume 1M:   0.000
Avg. price 6M:   0.950
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.21%
Volatility 6M:   88.10%
Volatility 1Y:   -
Volatility 3Y:   -