Soc. Generale Call 36 COK 16.12.2.../  DE000SN2FC09  /

EUWAX
12/2/2022  6:43:29 PM Chg.-0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.004EUR -20.00% -
Bid Size: -
-
Ask Size: -
CANCOM SE O.N. 36.00 - 12/16/2022 Call

Master data

WKN: SN2FC0
Issuer: Société Générale
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 12/16/2022
Issue date: 5/24/2022
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 152.90
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.44
Parity: -0.54
Time value: 0.02
Break-even: 36.20
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 80.00%
Delta: 0.14
Theta: -0.04
Omega: 21.30
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.007
Low: 0.004
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.56%
1 Month  
+100.00%
3 Months
  -89.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.480 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   1,145.038
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,617.18%
Volatility 6M:   844.78%
Volatility 1Y:   -
Volatility 3Y:   -