Soc. Generale Call 34.61 IXD1 17..../  DE000SD5TJZ1  /

EUWAX
12/7/2021  8:53:22 AM Chg.0.000 Bid9:03:02 AM Ask9:03:02 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 70,000
0.020
Ask Size: 70,000
INDITEX INH. EO... 34.61 EUR 12/17/2021 Call

Master data

WKN: SD5TJZ
Issuer: Société Générale
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 34.61 EUR
Maturity: 12/17/2021
Issue date: 4/30/2021
Last trading day: 12/16/2021
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: 144.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.26
Parity: -0.61
Time value: 0.02
Break-even: 34.81
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.10
Theta: -0.03
Omega: 14.69
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.43%
3 Months
  -95.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.026 0.001
6M High / 6M Low: 0.140 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   470.66%
Volatility 6M:   381.53%
Volatility 1Y:   -
Volatility 3Y:   -