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

EUWAX
11/29/2021  9:24:21 AM Chg.-0.002 Bid3:36:31 PM Ask3:36:31 PM Underlying Strike price Expiration date Option type
0.009EUR -18.18% 0.011
Bid Size: 100,000
0.021
Ask Size: 100,000
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: 92.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.33
Parity: -1.82
Time value: 0.03
Break-even: 4.63
Moneyness: 0.61
Premium: 0.66
Premium p.a.: 4.50
Spread abs.: 0.03
Spread %: 90.00%
Delta: 0.07
Theta: 0.00
Omega: 6.53
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.011
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.09%
1 Month
  -76.32%
3 Months
  -76.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.011
1M High / 1M Low: 0.039 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -