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

EUWAX
1/19/2022  4:54:15 PM Chg.0.000 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.570EUR 0.00% -
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: 5.32
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.54
Implied volatility: 0.90
Historic volatility: 0.29
Parity: 0.54
Time value: 0.05
Break-even: 3.19
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.68
Theta: 0.00
Omega: 3.60
Rho: 0.00
 

Quote data

Open: 0.550
High: 0.570
Low: 0.550
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month  
+96.55%
3 Months
  -28.75%
YTD  
+42.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.540
1M High / 1M Low: 0.600 0.290
6M High / 6M Low: 0.830 0.220
High (YTD): 1/17/2022 0.600
Low (YTD): 1/3/2022 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.585
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.84%
Volatility 6M:   123.83%
Volatility 1Y:   -
Volatility 3Y:   -