Soc. Generale Call 3.2 BSD2 16.12.../  DE000SF6GMM6  /

Frankfurt Zert./SG
1/18/2022  9:48:22 PM Chg.0.000 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.310
Bid Size: 9,492
0.320
Ask Size: 9,492
BCO SANTANDER N.EO0,... 3.20 - 12/16/2022 Call

Master data

WKN: SF6GMM
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.20 -
Maturity: 12/16/2022
Issue date: 11/9/2021
Last trading day: 12/15/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.86
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.29
Parity: -0.04
Time value: 0.32
Break-even: 3.52
Moneyness: 0.99
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.32
Theta: 0.00
Omega: 3.17
Rho: 0.01
 

Quote data

Open: 0.310
High: 0.320
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+82.35%
3 Months     -
YTD  
+34.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.330 0.180
6M High / 6M Low: - -
High (YTD): 1/14/2022 0.330
Low (YTD): 1/3/2022 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -