Soc. Generale Call 4.6 BSD2 17.06.../  DE000SF0XEJ7  /

Frankfurt Zert./SG
1/17/2022  11:03:30 AM Chg.-0.005 Bid11:43:01 AM Ask11:43:01 AM Underlying Strike price Expiration date Option type
0.023EUR -17.86% 0.024
Bid Size: 125,000
0.034
Ask Size: 125,000
BCO SANTANDER N.EO0,... 4.60 EUR 6/17/2022 Call

Master data

WKN: SF0XEJ
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 6/17/2022
Issue date: 5/31/2021
Last trading day: 6/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 83.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.29
Parity: -1.43
Time value: 0.04
Break-even: 4.64
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 1.52
Spread abs.: 0.01
Spread %: 26.32%
Delta: 0.08
Theta: 0.00
Omega: 6.68
Rho: 0.00
 

Quote data

Open: 0.028
High: 0.028
Low: 0.023
Previous Close: 0.028
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month  
+21.05%
3 Months
  -58.18%
YTD  
+27.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.028 0.021
1M High / 1M Low: 0.028 0.014
6M High / 6M Low: 0.072 0.013
High (YTD): 1/14/2022 0.028
Low (YTD): 1/5/2022 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   360.06%
Volatility 6M:   232.91%
Volatility 1Y:   -
Volatility 3Y:   -