Soc. Generale Call 44 BG 17.09.20.../  DE000SF0C0P1  /

EUWAX
7/23/2021  8:46:41 AM Chg.+0.010 Bid1:00:06 PM Ask1:00:06 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% 0.360
Bid Size: 8,299
0.370
Ask Size: 8,299
BAWAG GROUP AG 44.00 EUR 9/17/2021 Call

Master data

WKN: SF0C0P
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 9/17/2021
Issue date: 5/17/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.78
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.20
Implied volatility: 0.61
Historic volatility: 0.33
Parity: 0.20
Time value: 0.16
Break-even: 47.60
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 13.89%
Delta: 0.48
Theta: -0.01
Omega: 6.17
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.39%
1 Month
  -32.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.170
1M High / 1M Low: 0.460 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -