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

EUWAX
11/26/2021  6:39:56 PM Chg.-0.010 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.030EUR -25.00% -
Bid Size: -
-
Ask Size: -
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: 57.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.33
Parity: -1.82
Time value: 0.05
Break-even: 4.65
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 1.53
Spread abs.: 0.03
Spread %: 56.25%
Delta: 0.09
Theta: 0.00
Omega: 5.14
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.030
Low: 0.028
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -31.82%
3 Months
  -31.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.046 0.030
1M High / 1M Low: 0.059 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -