Soc. Generale Call 30 IXD1 17.06..../  DE000SD50EN1  /

EUWAX
10/28/2021  6:37:24 PM Chg.+0.010 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 30.00 EUR 6/17/2022 Call

Master data

WKN: SD50EN
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 6/17/2022
Issue date: 5/10/2021
Last trading day: 6/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.30
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.09
Implied volatility: 0.65
Historic volatility: 0.29
Parity: 0.09
Time value: 0.21
Break-even: 33.00
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.36
Theta: 0.00
Omega: 3.68
Rho: 0.05
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -11.76%
3 Months  
+36.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.390 0.270
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.296
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -