Soc. Generale Call 20 GSK!OLD1 18.../  DE000SF6BCJ4  /

EUWAX
1/21/2022  6:14:22 PM Chg.+0.001 Bid10:00:22 PM Ask10:00:22 PM Underlying Strike price Expiration date Option type
0.032EUR +3.23% -
Bid Size: -
-
Ask Size: -
Glaxosmithkline PLC ... 20.00 GBP 3/18/2022 Call

Master data

WKN: SF6BCJ
Issuer: Société Générale
Currency: EUR
Underlying: Glaxosmithkline PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 20.00 GBP
Maturity: 3/18/2022
Issue date: 11/3/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 403.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.19
Parity: -4.12
Time value: 0.05
Break-even: 23.95
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.56
Spread abs.: 0.02
Spread %: 36.73%
Delta: 0.04
Theta: 0.00
Omega: 17.07
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.033
Low: 0.011
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+146.15%
1 Month     0.00%
3 Months     -
YTD  
+6.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.085 0.031
1M High / 1M Low: 0.085 0.007
6M High / 6M Low: - -
High (YTD): 1/17/2022 0.085
Low (YTD): 1/10/2022 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,210.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -