Soc. Generale Call 35 IXD1 16.09..../  DE000SF3J603  /

Frankfurt Zert./SG
10/26/2021  7:09:51 PM Chg.0.000 Bid10/26/2021 Ask10/26/2021 Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 25,000
0.140
Ask Size: 25,000
INDITEX INH. EO... 35.00 EUR 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: 35.00 EUR
Maturity: 9/16/2022
Issue date: 8/12/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.29
Parity: -0.43
Time value: 0.14
Break-even: 36.40
Moneyness: 0.88
Premium: 0.19
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.19
Theta: 0.00
Omega: 4.18
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -27.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.190 0.120
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -