Soc. Generale Call 4 BSD2 18.03.2.../  DE000SD364K5  /

Frankfurt Zert./SG
12/3/2021  9:36:51 PM Chg.-0.001 Bid9:59:00 PM Ask9:59:00 PM Underlying Strike price Expiration date Option type
0.017EUR -5.56% 0.018
Bid Size: 25,000
0.028
Ask Size: 25,000
BCO SANTANDER N.EO0,... 4.00 EUR 3/18/2022 Call

Master data

WKN: SD364K
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 3/18/2022
Issue date: 2/26/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 98.70
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.32
Parity: -1.24
Time value: 0.03
Break-even: 4.03
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 2.75
Spread abs.: 0.01
Spread %: 35.71%
Delta: 0.08
Theta: 0.00
Omega: 7.56
Rho: 0.00
 

Quote data

Open: 0.018
High: 0.018
Low: 0.016
Previous Close: 0.018
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -68.52%
3 Months
  -65.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.023 0.010
1M High / 1M Low: 0.059 0.010
6M High / 6M Low: 0.200 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   400.92%
Volatility 6M:   230.73%
Volatility 1Y:   -
Volatility 3Y:   -