Soc. Generale Call 4.5 BSD2 16.06.../  DE000SF6GMV7  /

EUWAX
1/21/2022  5:55:18 PM Chg.-0.007 Bid10:00:22 PM Ask10:00:22 PM Underlying Strike price Expiration date Option type
0.086EUR -7.53% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 4.50 - 6/16/2023 Call

Master data

WKN: SF6GMV
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 -
Maturity: 6/16/2023
Issue date: 11/9/2021
Last trading day: 6/15/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 32.79
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.29
Parity: -1.42
Time value: 0.09
Break-even: 4.59
Moneyness: 0.69
Premium: 0.49
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 10.64%
Delta: 0.11
Theta: 0.00
Omega: 3.70
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.090
Low: 0.086
Previous Close: 0.093
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month  
+86.96%
3 Months     -
YTD  
+13.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.099 0.086
1M High / 1M Low: 0.100 0.046
6M High / 6M Low: - -
High (YTD): 1/14/2022 0.100
Low (YTD): 1/3/2022 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -