Soc. Generale Call 4.6 BSD2 18.03.../  DE000SF0XEH1  /

EUWAX
1/18/2022  8:30:44 AM Chg.-0.001 Bid1/18/2022 Ask1/18/2022 Underlying Strike price Expiration date Option type
0.004EUR -20.00% 0.004
Bid Size: 10,000
0.020
Ask Size: 10,000
BCO SANTANDER N.EO0,... 4.60 EUR 3/18/2022 Call

Master data

WKN: SF0XEH
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.60 EUR
Maturity: 3/18/2022
Issue date: 5/31/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 158.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.29
Parity: -1.43
Time value: 0.02
Break-even: 4.62
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 8.96
Spread abs.: 0.02
Spread %: 85.00%
Delta: 0.06
Theta: 0.00
Omega: 9.38
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month  
+300.00%
3 Months
  -90.48%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.059 0.001
High (YTD): 1/17/2022 0.005
Low (YTD): 1/12/2022 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,435.63%
Volatility 6M:   692.04%
Volatility 1Y:   -
Volatility 3Y:   -