Soc. Generale Call 2.6 BSD2 18.03.../  DE000SD3PPD8  /

EUWAX
11/26/2021  5:21:40 PM Chg.-0.180 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.370EUR -32.73% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 2.60 EUR 3/18/2022 Call

Master data

WKN: SD3PPD
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.60 EUR
Maturity: 3/18/2022
Issue date: 2/8/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.63
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 0.88
Historic volatility: 0.33
Parity: 0.18
Time value: 0.24
Break-even: 3.02
Moneyness: 1.07
Premium: 0.09
Premium p.a.: 0.31
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.51
Theta: 0.00
Omega: 3.38
Rho: 0.00
 

Quote data

Open: 0.410
High: 0.410
Low: 0.370
Previous Close: 0.550
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.93%
1 Month
  -47.14%
3 Months
  -43.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.370
1M High / 1M Low: 0.820 0.370
6M High / 6M Low: 1.020 0.370
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.58%
Volatility 6M:   110.12%
Volatility 1Y:   -
Volatility 3Y:   -