Soc. Generale Call 4.2 BSD2 17.12.../  DE000SD5TJK3  /

EUWAX
10/22/2021  4:59:35 PM Chg.-0.004 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.011EUR -26.67% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 4.20 EUR 12/17/2021 Call

Master data

WKN: SD5TJK
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.20 EUR
Maturity: 12/17/2021
Issue date: 4/30/2021
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 156.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.39
Parity: -0.92
Time value: 0.02
Break-even: 4.22
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 4.31
Spread abs.: 0.01
Spread %: 47.62%
Delta: 0.07
Theta: 0.00
Omega: 11.45
Rho: 0.00
 

Quote data

Open: 0.014
High: 0.014
Low: 0.011
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month
  -47.62%
3 Months
  -76.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.018 0.011
1M High / 1M Low: 0.029 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -