Soc. Generale Call 30 IXD1 16.09..../  DE000SF3J6Z7  /

EUWAX
10/18/2021  4:55:12 PM Chg.-0.010 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.350EUR -2.78% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 30.00 EUR 9/16/2022 Call

Master data

WKN: SF3J6Z
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 9/16/2022
Issue date: 8/12/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.42
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.12
Implied volatility: 0.71
Historic volatility: 0.29
Parity: 0.12
Time value: 0.26
Break-even: 33.70
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.36
Theta: 0.00
Omega: 3.02
Rho: 0.07
 

Quote data

Open: 0.340
High: 0.350
Low: 0.340
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.94%
1 Month
  -10.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.440 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -