Soc. Generale Call 3.4 BSD2 18.03.../  DE000SD3PPH9  /

Frankfurt Zert./SG
12/8/2021  7:08:58 PM Chg.-0.012 Bid12/8/2021 Ask12/8/2021 Underlying Strike price Expiration date Option type
0.036EUR -25.00% 0.036
Bid Size: 25,000
0.046
Ask Size: 25,000
BCO SANTANDER N.EO0,... 3.40 EUR 3/18/2022 Call

Master data

WKN: SD3PPH
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.40 EUR
Maturity: 3/18/2022
Issue date: 2/8/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 51.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.31
Parity: -0.58
Time value: 0.06
Break-even: 3.46
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 18.18%
Delta: 0.15
Theta: 0.00
Omega: 7.59
Rho: 0.00
 

Quote data

Open: 0.037
High: 0.040
Low: 0.035
Previous Close: 0.048
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -81.05%
3 Months
  -76.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.053 0.047
1M High / 1M Low: 0.190 0.044
6M High / 6M Low: 0.430 0.044
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.202
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   215.15%
Volatility 6M:   178.43%
Volatility 1Y:   -
Volatility 3Y:   -