Soc. Generale Call 4.6 BSD2 17.12.../  DE000SF0XEG3  /

EUWAX
10/26/2021  6:39:11 PM Chg.-0.002 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.001EUR -66.67% -
Bid Size: -
-
Ask Size: -
BCO SANTANDER N.EO0,... 4.60 EUR 12/17/2021 Call

Master data

WKN: SF0XEG
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 12/17/2021
Issue date: 5/31/2021
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 165.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.39
Parity: -1.28
Time value: 0.02
Break-even: 4.62
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 9.20
Spread abs.: 0.02
Spread %: 85.00%
Delta: 0.06
Theta: 0.00
Omega: 10.31
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.001
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.71%
1 Month
  -90.00%
3 Months
  -96.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.007 0.001
1M High / 1M Low: 0.014 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   467.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -