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

EUWAX
11/26/2021  5:18:00 PM Chg.0.000 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
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: 99.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.03
Historic volatility: 0.33
Parity: -1.02
Time value: 0.03
Break-even: 3.83
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 96.43%
Delta: 0.10
Theta: 0.00
Omega: 9.67
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -95.24%
3 Months
  -98.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.035 0.001
6M High / 6M Low: 0.230 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   425.69%
Volatility 6M:   268.96%
Volatility 1Y:   -
Volatility 3Y:   -