Soc. Generale Call 2.5 BSD2 17.06.../  DE000SD1U4D1  /

Frankfurt Zert./SG
1/21/2022  9:39:42 PM Chg.-0.050 Bid9:44:32 PM Ask9:44:32 PM Underlying Strike price Expiration date Option type
0.630EUR -7.35% 0.630
Bid Size: 5,000
0.640
Ask Size: 5,000
BCO SANTANDER N.EO0,... 2.50 EUR 6/17/2022 Call

Master data

WKN: SD1U4D
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.50 EUR
Maturity: 6/17/2022
Issue date: 12/1/2020
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 4.67
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.63
Implied volatility: 0.86
Historic volatility: 0.29
Parity: 0.63
Time value: 0.04
Break-even: 3.17
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.49%
Delta: 0.61
Theta: 0.00
Omega: 2.83
Rho: 0.00
 

Quote data

Open: 0.660
High: 0.660
Low: 0.630
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.86%
1 Month  
+36.96%
3 Months
  -27.59%
YTD  
+18.87%
1 Year  
+18.87%
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.680
1M High / 1M Low: 0.740 0.460
6M High / 6M Low: 0.940 0.340
High (YTD): 1/14/2022 0.740
Low (YTD): 1/5/2022 0.550
52W High: 6/3/2021 1.120
52W Low: 12/14/2021 0.340
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   .078
Volatility 1M:   103.54%
Volatility 6M:   99.81%
Volatility 1Y:   95.21%
Volatility 3Y:   -