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

EUWAX
7/1/2022  5:56:28 PM Chg.-0.010 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 3.50 EUR 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 EUR
Maturity: 6/16/2023
Issue date: 11/9/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.35
Parity: -0.82
Time value: 0.11
Break-even: 3.61
Moneyness: 0.77
Premium: 0.35
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.17
Theta: 0.00
Omega: 4.05
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.099
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -47.37%
3 Months
  -66.67%
YTD
  -44.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.200 0.100
6M High / 6M Low: 0.430 0.100
High (YTD): 2/11/2022 0.430
Low (YTD): 7/1/2022 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.137
Avg. volume 1M:   0.000
Avg. price 6M:   0.227
Avg. volume 6M:   153.125
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.87%
Volatility 6M:   174.22%
Volatility 1Y:   -
Volatility 3Y:   -