Soc. Generale Call 3 BSD2 18.03.2.../  DE000SD3PPF3  /

EUWAX
12/3/2021  4:58:58 PM Chg.-0.010 Bid6:15:12 PM Ask6:15:12 PM Underlying Strike price Expiration date Option type
0.130EUR -7.14% 0.130
Bid Size: 25,000
0.140
Ask Size: 25,000
BCO SANTANDER N.EO0,... 3.00 EUR 3/18/2022 Call

Master data

WKN: SD3PPF
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 EUR
Maturity: 3/18/2022
Issue date: 2/8/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.32
Parity: -0.21
Time value: 0.15
Break-even: 3.15
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.30
Theta: 0.00
Omega: 5.53
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -70.45%
3 Months
  -58.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.440 0.130
6M High / 6M Low: 0.710 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.97%
Volatility 6M:   144.98%
Volatility 1Y:   -
Volatility 3Y:   -