Soc. Generale Call 3 BSD2 15.09.2.../  DE000SN7ZTA4  /

Frankfurt Zert./SG
2/6/2023  9:51:30 PM Chg.-0.040 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.620EUR -6.06% 0.620
Bid Size: 4,792
0.630
Ask Size: 4,792
BCO SANTANDER N.EO0,... 3.00 - 9/15/2023 Call

Master data

WKN: SN7ZTA
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 -
Maturity: 9/15/2023
Issue date: 8/9/2022
Last trading day: 9/14/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.14
Leverage: Yes

Calculated values

Fair value: 2.74
Intrinsic value: 0.50
Implied volatility: -
Historic volatility: 0.35
Parity: 0.50
Time value: 0.18
Break-even: 3.68
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.47%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.630
High: 0.650
Low: 0.620
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+44.19%
1 Month  
+72.22%
3 Months  
+158.33%
YTD  
+158.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.430
1M High / 1M Low: 0.660 0.330
6M High / 6M Low: - -
High (YTD): 2/3/2023 0.660
Low (YTD): 1/3/2023 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.406
Avg. volume 1M:   2,857.143
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -