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

EUWAX
10/26/2021  6:52:56 PM Chg.- Bid8:40:14 AM Ask8:40:14 AM Underlying Strike price Expiration date Option type
0.330EUR - 0.330
Bid Size: 25,000
0.340
Ask Size: 25,000
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: 9.03
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.07
Implied volatility: 0.70
Historic volatility: 0.29
Parity: 0.07
Time value: 0.27
Break-even: 33.40
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.35
Theta: 0.00
Omega: 3.12
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.340
Low: 0.320
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -23.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.320
1M High / 1M Low: 0.430 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.367
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -