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

Frankfurt Zert./SG
6/23/2021  9:45:43 PM Chg.0.000 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
0.860EUR 0.00% 0.860
Bid Size: 3,343
0.930
Ask Size: 3,343
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: 4.82
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.89
Implied volatility: 0.86
Historic volatility: 0.21
Parity: 0.89
Time value: 0.02
Break-even: 44.10
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.03
Spread %: 3.30%
Delta: 0.67
Theta: -0.01
Omega: 3.23
Rho: 0.05
 

Quote data

Open: 0.850
High: 0.890
Low: 0.850
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.42%
1 Month  
+50.88%
3 Months  
+309.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.960 0.810
1M High / 1M Low: 1.000 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -