Soc. Generale Call 2.8 BSD2 15.09.../  DE000SN7ZS93  /

Frankfurt Zert./SG
6/2/2023  4:56:40 PM Chg.+0.070 Bid5:35:30 PM Ask5:35:30 PM Underlying Strike price Expiration date Option type
0.520EUR +15.56% 0.510
Bid Size: 5,802
0.520
Ask Size: 5,802
BCO SANTANDER N.EO0,... 2.80 - 9/15/2023 Call

Master data

WKN: SN7ZS9
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.80 -
Maturity: 9/15/2023
Issue date: 8/9/2022
Last trading day: 9/14/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.77
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.31
Implied volatility: 0.41
Historic volatility: 0.33
Parity: 0.31
Time value: 0.15
Break-even: 3.26
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.74
Theta: 0.00
Omega: 5.00
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.520
Low: 0.450
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.96%
3 Months
  -46.94%
YTD  
+52.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.400
1M High / 1M Low: 0.560 0.400
6M High / 6M Low: 1.110 0.280
High (YTD): 3/6/2023 1.110
Low (YTD): 1/2/2023 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.619
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.66%
Volatility 6M:   127.52%
Volatility 1Y:   -
Volatility 3Y:   -