Soc. Generale Call 3.5 BSD2 16.06.../  DE000SF6GMT1  /

Frankfurt Zert./SG
1/21/2022  10:59:36 AM Chg.-0.010 Bid11:07:57 AM Ask11:07:57 AM Underlying Strike price Expiration date Option type
0.240EUR -4.00% 0.240
Bid Size: 125,000
0.250
Ask Size: 125,000
BCO SANTANDER N.EO0,... 3.50 - 6/16/2023 Call

Master data

WKN: SF6GMT
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.50 -
Maturity: 6/16/2023
Issue date: 11/9/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.29
Parity: -0.37
Time value: 0.25
Break-even: 3.75
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.24
Theta: 0.00
Omega: 2.98
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.250
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month  
+60.00%
3 Months     -
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.250
1M High / 1M Low: 0.280 0.150
6M High / 6M Low: - -
High (YTD): 1/14/2022 0.280
Low (YTD): 1/5/2022 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -