Soc. Generale Call 4.2 BSD2 17.06.../  DE000SD50AM1  /

EUWAX
1/21/2022  4:56:17 PM Chg.-0.004 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.029EUR -12.12% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 4.20 EUR 6/17/2022 Call

Master data

WKN: SD50AM
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.20 EUR
Maturity: 6/17/2022
Issue date: 5/10/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 81.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.29
Parity: -1.12
Time value: 0.04
Break-even: 4.24
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 1.22
Spread abs.: 0.01
Spread %: 26.32%
Delta: 0.09
Theta: 0.00
Omega: 7.11
Rho: 0.00
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.14%
1 Month  
+11.54%
3 Months
  -65.48%
YTD  
+3.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.036 0.029
1M High / 1M Low: 0.041 0.022
6M High / 6M Low: 0.110 0.015
High (YTD): 1/14/2022 0.041
Low (YTD): 1/3/2022 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   270.16%
Volatility 6M:   191.08%
Volatility 1Y:   -
Volatility 3Y:   -