Soc. Generale Call 2.8 BSD2 17.12.../  DE000SR7Y2Y1  /

EUWAX
10/21/2021  8:54:22 AM Chg.-0.020 Bid1:19:51 PM Ask1:19:51 PM Underlying Strike price Expiration date Option type
0.560EUR -3.45% 0.540
Bid Size: 90,000
0.550
Ask Size: 90,000
BCO SANTANDER N.EO0,... 2.80 EUR 12/17/2021 Call

Master data

WKN: SR7Y2Y
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.80 EUR
Maturity: 12/17/2021
Issue date: 5/13/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 0.83
Historic volatility: 0.39
Parity: 0.56
Time value: 0.03
Break-even: 3.39
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.68
Theta: 0.00
Omega: 3.84
Rho: 0.00
 

Quote data

Open: 0.560
High: 0.560
Low: 0.560
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+107.41%
3 Months  
+30.23%
YTD  
+75.00%
1 Year  
+1117.39%
3 Years     -
5 Years     -
1W High / 1W Low: 0.580 0.520
1M High / 1M Low: 0.610 0.270
6M High / 6M Low: 0.820 0.260
High (YTD): 6/3/2021 0.820
Low (YTD): 2/1/2021 0.230
52W High: 6/3/2021 0.820
52W Low: 10/29/2020 0.040
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   0.523
Avg. volume 6M:   0.000
Avg. price 1Y:   0.429
Avg. volume 1Y:   47.244
Volatility 1M:   170.15%
Volatility 6M:   137.63%
Volatility 1Y:   170.93%
Volatility 3Y:   -