Soc. Generale Call 3 BSD2 16.06.2.../  DE000SF6XT00  /

Frankfurt Zert./SG
1/25/2022  9:35:18 PM Chg.+0.020 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.410EUR +5.13% 0.410
Bid Size: 7,104
0.440
Ask Size: 7,104
BCO SANTANDER N.EO0,... 3.00 - 6/16/2023 Call

Master data

WKN: SF6XT0
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 -
Maturity: 6/16/2023
Issue date: 11/22/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.29
Parity: -0.06
Time value: 0.41
Break-even: 3.41
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.35
Theta: 0.00
Omega: 2.48
Rho: 0.01
 

Quote data

Open: 0.380
High: 0.420
Low: 0.380
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.58%
1 Month  
+17.14%
3 Months     -
YTD  
+13.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.390
1M High / 1M Low: 0.500 0.360
6M High / 6M Low: - -
High (YTD): 1/14/2022 0.500
Low (YTD): 1/5/2022 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -