Soc. Generale Call 35 O3P 17.09.2.../  DE000SD3L3L5  /

Frankfurt Zert./SG
7/30/2021  9:39:15 PM Chg.-0.030 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.930EUR -3.13% 0.930
Bid Size: 3,100
1.010
Ask Size: 3,100
OESTERREICH. POST AG 35.00 EUR 9/17/2021 Call

Master data

WKN: SD3L3L
Issuer: Société Générale
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 9/17/2021
Issue date: 2/5/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.49
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.95
Implied volatility: 0.99
Historic volatility: 0.20
Parity: 0.95
Time value: 0.04
Break-even: 44.90
Moneyness: 1.27
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 3.03%
Delta: 0.74
Theta: -0.02
Omega: 3.33
Rho: 0.03
 

Quote data

Open: 0.940
High: 0.960
Low: 0.920
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.26%
1 Month
  -3.13%
3 Months  
+220.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.070 0.930
1M High / 1M Low: 1.210 0.930
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.998
Avg. volume 1W:   0.000
Avg. price 1M:   1.055
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -