Soc. Generale Call 3.1 BSD2 17.12.../  DE000SD1LFL5  /

EUWAX
12/7/2021  8:39:17 AM Chg.+0.001 Bid3:38:04 PM Ask3:38:04 PM Underlying Strike price Expiration date Option type
0.011EUR +10.00% 0.006
Bid Size: 70,000
0.020
Ask Size: 70,000
BCO SANTANDER N.EO0,... 3.10 EUR 12/17/2021 Call

Master data

WKN: SD1LFL
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.10 EUR
Maturity: 12/17/2021
Issue date: 11/20/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 140.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.31
Parity: -0.29
Time value: 0.02
Break-even: 3.12
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 42.56
Spread abs.: 0.01
Spread %: 50.00%
Delta: 0.14
Theta: 0.00
Omega: 20.19
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.00%
1 Month
  -95.77%
3 Months
  -94.76%
YTD
  -95.22%
1 Year
  -95.93%
3 Years     -
5 Years     -
1W High / 1W Low: 0.025 0.008
1M High / 1M Low: 0.240 0.008
6M High / 6M Low: 0.530 0.008
High (YTD): 6/3/2021 0.570
Low (YTD): 12/3/2021 0.008
52W High: 6/3/2021 0.570
52W Low: 12/3/2021 0.008
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   895.458
Avg. price 1Y:   0.279
Avg. volume 1Y:   868.425
Volatility 1M:   356.31%
Volatility 6M:   236.72%
Volatility 1Y:   200.44%
Volatility 3Y:   -