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

Frankfurt Zert./SG
3/30/2023  9:46:12 PM Chg.+0.040 Bid8:01:07 AM Ask8:01:07 AM Underlying Strike price Expiration date Option type
0.780EUR +5.41% -
Bid Size: -
-
Ask Size: -
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: 4.32
Leverage: Yes

Calculated values

Fair value: 2.72
Intrinsic value: 0.65
Implied volatility: -
Historic volatility: 0.34
Parity: 0.65
Time value: 0.15
Break-even: 3.60
Moneyness: 1.23
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.25%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.750
High: 0.800
Low: 0.750
Previous Close: 0.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month
  -22.77%
3 Months  
+129.41%
YTD  
+129.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.630
1M High / 1M Low: 1.110 0.590
6M High / 6M Low: 1.110 0.190
High (YTD): 3/6/2023 1.110
Low (YTD): 1/2/2023 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.702
Avg. volume 1W:   0.000
Avg. price 1M:   0.820
Avg. volume 1M:   0.000
Avg. price 6M:   0.501
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.85%
Volatility 6M:   141.77%
Volatility 1Y:   -
Volatility 3Y:   -