Soc. Generale Call 4.5 BSD2 17.06.../  DE000SD364L3  /

EUWAX
1/25/2022  6:25:40 PM Chg.+0.001 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.020EUR +5.26% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 4.50 EUR 6/17/2022 Call

Master data

WKN: SD364L
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 6/17/2022
Issue date: 2/26/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 84.09
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.29
Parity: -1.56
Time value: 0.04
Break-even: 4.54
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 2.02
Spread abs.: 0.02
Spread %: 51.43%
Delta: 0.08
Theta: 0.00
Omega: 6.49
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.022
Low: 0.020
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month  
+17.65%
3 Months
  -62.96%
YTD
  -9.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.027 0.019
1M High / 1M Low: 0.029 0.016
6M High / 6M Low: 0.075 0.012
High (YTD): 1/14/2022 0.029
Low (YTD): 1/3/2022 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   750
Avg. price 6M:   0.042
Avg. volume 6M:   116.279
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.18%
Volatility 6M:   192.71%
Volatility 1Y:   -
Volatility 3Y:   -