Soc. Generale Call 3.8 BSD2 17.12.../  DE000SD2WU72  /

EUWAX
10/20/2021  5:58:57 PM Chg.-0.001 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.043EUR -2.27% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 3.80 EUR 12/17/2021 Call

Master data

WKN: SD2WU7
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.80 EUR
Maturity: 12/17/2021
Issue date: 1/12/2021
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 62.25
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.39
Parity: -0.44
Time value: 0.05
Break-even: 3.85
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.36
Spread abs.: 0.01
Spread %: 18.52%
Delta: 0.17
Theta: 0.00
Omega: 10.36
Rho: 0.00
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.26%
1 Month  
+65.38%
3 Months
  -40.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.044 0.039
1M High / 1M Low: 0.059 0.026
6M High / 6M Low: 0.230 0.022
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.33%
Volatility 6M:   207.67%
Volatility 1Y:   -
Volatility 3Y:   -