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

EUWAX
12/3/2021  4:58:58 PM Chg.-0.020 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% -
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: 8.13
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.16
Implied volatility: 0.77
Historic volatility: 0.32
Parity: 0.16
Time value: 0.18
Break-even: 2.94
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.48
Theta: 0.00
Omega: 3.93
Rho: 0.00
 

Quote data

Open: 0.360
High: 0.360
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -52.86%
3 Months
  -42.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.750 0.330
6M High / 6M Low: 0.990 0.330
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.567
Avg. volume 1M:   0.000
Avg. price 6M:   0.677
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.78%
Volatility 6M:   110.67%
Volatility 1Y:   -
Volatility 3Y:   -