Soc. Generale Call 2 BSD2 17.12.2.../  DE000SR7Y2U9  /

EUWAX
10/15/2021  6:38:51 PM Chg.+0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.35EUR +5.47% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 2.00 EUR 12/17/2021 Call

Master data

WKN: SR7Y2U
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 2.00 EUR
Maturity: 12/17/2021
Issue date: 5/13/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.42
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.35
Implied volatility: 1.48
Historic volatility: 0.39
Parity: 1.35
Time value: 0.03
Break-even: 3.38
Moneyness: 1.67
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.72%
Delta: 0.84
Theta: 0.00
Omega: 2.03
Rho: 0.00
 

Quote data

Open: 1.31
High: 1.35
Low: 1.31
Previous Close: 1.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.50%
1 Month  
+21.62%
3 Months  
+26.17%
YTD  
+75.32%
1 Year  
+938.46%
3 Years     -
5 Years     -
1W High / 1W Low: 1.38 1.27
1M High / 1M Low: 1.38 0.90
6M High / 6M Low: 1.53 0.88
High (YTD): 6/3/2021 1.53
Low (YTD): 2/1/2021 0.61
52W High: 6/3/2021 1.53
52W Low: 10/29/2020 0.12
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   1.21
Avg. volume 6M:   0.00
Avg. price 1Y:   0.99
Avg. volume 1Y:   127.96
Volatility 1M:   105.04%
Volatility 6M:   74.59%
Volatility 1Y:   133.98%
Volatility 3Y:   -