Soc. Generale Call 34.61 IXD1 16..../  DE000SF3J603  /

EUWAX
12/20/2021  6:29:03 PM Chg.- Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.061EUR - -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 34.61 - 9/16/2022 Call

Master data

WKN: SF3J60
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 34.61 -
Maturity: 9/16/2022
Issue date: 8/12/2021
Last trading day: 12/20/2021
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 45.51
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.26
Parity: -0.68
Time value: 0.06
Break-even: 35.22
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.42
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.12
Theta: 0.00
Omega: 5.60
Rho: 0.02
 

Quote data

Open: 0.053
High: 0.062
Low: 0.053
Previous Close: 0.065
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.15%
3 Months
  -56.43%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.061 0.061
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -