Soc. Generale Call 2.8 BSD2 15.09.2023
/ DE000SN7ZS93
Soc. Generale Call 2.8 BSD2 15.09.../ DE000SN7ZS93 /
| 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: |
|
- |