Soc. Generale Call 2.8 BSD2 15.09.2023
/ DE000SN7ZS93
Soc. Generale Call 2.8 BSD2 15.09.../ DE000SN7ZS93 /
| 3/24/2023 6:36:10 PM |
Chg.-0.040 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-5.97% |
-
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: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
0.42 |
| Time value: |
0.23 |
| Break-even: |
3.45 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.610 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+85.29% |
| YTD |
|
|
+85.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.630 |
| 1M High / 1M Low: |
1.130 |
0.590 |
| 6M High / 6M Low: |
1.130 |
0.200 |
| High (YTD): |
3/6/2023 |
1.130 |
| Low (YTD): |
1/3/2023 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.487 |
| Avg. volume 6M: |
|
69.767 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.62% |
| Volatility 6M: |
|
143.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |