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

Frankfurt Zert./SG
1/31/2023  8:04:02 PM Chg.+0.010 Bid8:17:31 PM Ask8:17:31 PM Underlying Strike price Expiration date Option type
0.580EUR +1.75% 0.580
Bid Size: 5,133
0.590
Ask Size: 5,133
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: 5.61
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 0.40
Implied volatility: -
Historic volatility: 0.35
Parity: 0.40
Time value: 0.18
Break-even: 3.37
Moneyness: 1.14
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.75%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.580
High: 0.590
Low: 0.570
Previous Close: 0.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.37%
1 Month  
+70.59%
3 Months  
+93.33%
YTD  
+70.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.490
1M High / 1M Low: 0.570 0.360
6M High / 6M Low: - -
High (YTD): 1/30/2023 0.570
Low (YTD): 1/2/2023 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.488
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -