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

Frankfurt Zert./SG
12/1/2021  9:46:47 PM Chg.+0.010 Bid9:35:01 AM Ask9:35:01 AM Underlying Strike price Expiration date Option type
0.140EUR +7.69% 0.130
Bid Size: 100,000
0.140
Ask Size: 100,000
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: 17.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.32
Parity: -0.25
Time value: 0.16
Break-even: 3.16
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.61
Spread abs.: 0.03
Spread %: 18.75%
Delta: 0.30
Theta: 0.00
Omega: 5.20
Rho: 0.00
 

Quote data

Open: 0.140
High: 0.150
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -68.18%
3 Months
  -57.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.130
1M High / 1M Low: 0.460 0.130
6M High / 6M Low: 0.720 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.323
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.62%
Volatility 6M:   146.42%
Volatility 1Y:   -
Volatility 3Y:   -