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

Frankfurt Zert./SG
11/29/2021  9:40:15 PM Chg.0.000 Bid11/29/2021 Ask11/29/2021 Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 14.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.33
Parity: -0.22
Time value: 0.19
Break-even: 3.19
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 15.79%
Delta: 0.33
Theta: 0.00
Omega: 4.81
Rho: 0.00
 

Quote data

Open: 0.150
High: 0.160
Low: 0.140
Previous Close: 0.160
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -40.74%
1 Month
  -63.64%
3 Months
  -51.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.160
1M High / 1M Low: 0.490 0.160
6M High / 6M Low: 0.720 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.416
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.66%
Volatility 6M:   144.13%
Volatility 1Y:   -
Volatility 3Y:   -