Soc. Generale Call 3.2 BSD2 18.03.../  DE000SD3PPG1  /

EUWAX
12/1/2021  8:43:36 AM Chg.+0.005 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.080EUR +6.67% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 3.20 EUR 3/18/2022 Call

Master data

WKN: SD3PPG
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.20 EUR
Maturity: 3/18/2022
Issue date: 2/8/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 27.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.32
Parity: -0.45
Time value: 0.10
Break-even: 3.30
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.86
Spread abs.: 0.03
Spread %: 26.00%
Delta: 0.22
Theta: 0.00
Omega: 6.04
Rho: 0.00
 

Quote data

Open: 0.080
High: 0.084
Low: 0.080
Previous Close: 0.075
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.94%
1 Month
  -74.19%
3 Months
  -65.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.075
1M High / 1M Low: 0.310 0.075
6M High / 6M Low: 0.580 0.075
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.56%
Volatility 6M:   160.76%
Volatility 1Y:   -
Volatility 3Y:   -