Soc. Generale Call 36 VAS 16.09.2.../  DE000SF368K4  /

EUWAX
5/16/2022  6:22:47 PM Chg.+0.002 Bid9:09:58 PM Ask9:09:58 PM Underlying Strike price Expiration date Option type
0.012EUR +20.00% 0.012
Bid Size: 10,000
0.022
Ask Size: 10,000
VOESTALPINE AG 36.00 EUR 9/16/2022 Call

Master data

WKN: SF368K
Issuer: Société Générale
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 9/16/2022
Issue date: 9/2/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 122.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.31
Parity: -1.14
Time value: 0.02
Break-even: 36.20
Moneyness: 0.68
Premium: 0.47
Premium p.a.: 2.16
Spread abs.: 0.01
Spread %: 50.00%
Delta: 0.06
Theta: 0.00
Omega: 7.78
Rho: 0.00
 

Quote data

Open: 0.010
High: 0.012
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -47.83%
3 Months
  -91.43%
YTD
  -94.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.007
1M High / 1M Low: 0.023 0.007
6M High / 6M Low: 0.300 0.007
High (YTD): 1/13/2022 0.300
Low (YTD): 5/10/2022 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   160
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   299.22%
Volatility 6M:   244.39%
Volatility 1Y:   -
Volatility 3Y:   -