Soc. Generale Call 40 VAS 16.09.2.../  DE000SF3KF20  /

EUWAX
5/16/2022  7:01:17 PM Chg.+0.001 Bid9:46:10 PM Ask9:46:10 PM Underlying Strike price Expiration date Option type
0.003EUR +50.00% 0.003
Bid Size: 10,000
0.020
Ask Size: 10,000
VOESTALPINE AG 40.00 EUR 9/16/2022 Call

Master data

WKN: SF3KF2
Issuer: Société Générale
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 9/16/2022
Issue date: 8/12/2021
Last trading day: 9/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 122.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.31
Parity: -1.54
Time value: 0.02
Break-even: 40.20
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 3.32
Spread abs.: 0.02
Spread %: 90.00%
Delta: 0.06
Theta: 0.00
Omega: 7.06
Rho: 0.00
 

Quote data

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

Performance

1 Week  
+50.00%
1 Month
  -66.67%
3 Months
  -95.59%
YTD
  -97.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.170 0.001
High (YTD): 1/13/2022 0.170
Low (YTD): 5/10/2022 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   596.16%
Volatility 6M:   324.34%
Volatility 1Y:   -
Volatility 3Y:   -