Soc. Generale Call 3.2 BSD2 17.06.../  DE000SD50AH1  /

EUWAX
1/27/2022  8:43:59 AM Chg.-0.010 Bid11:55:16 AM Ask11:55:16 AM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.260
Bid Size: 125,000
0.270
Ask Size: 125,000
BCO SANTANDER N.EO0,... 3.20 EUR 6/17/2022 Call

Master data

WKN: SD50AH
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.20 EUR
Maturity: 6/17/2022
Issue date: 5/10/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.29
Parity: -0.06
Time value: 0.23
Break-even: 3.43
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.34
Theta: 0.00
Omega: 4.66
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+42.86%
3 Months
  -39.39%
YTD  
+42.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: 0.440 0.073
High (YTD): 1/14/2022 0.230
Low (YTD): 1/3/2022 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.185
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.54%
Volatility 6M:   152.88%
Volatility 1Y:   -
Volatility 3Y:   -