Soc. Generale Call 45 VBK 18.03.2.../  DE000SD58KU6  /

EUWAX
10/20/2021  5:09:41 PM Chg.-0.13 Bid5:30:00 PM Ask5:30:00 PM Underlying Strike price Expiration date Option type
2.03EUR -6.02% 2.02
Bid Size: 2,000
2.06
Ask Size: 2,000
VERBIO VER.BIOENERGI... 45.00 EUR 3/18/2022 Call

Master data

WKN: SD58KU
Issuer: Société Générale
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 3/18/2022
Issue date: 5/13/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.81
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.86
Implied volatility: 1.27
Historic volatility: 0.59
Parity: 1.86
Time value: 0.40
Break-even: 67.60
Moneyness: 1.41
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.33%
Delta: 0.71
Theta: -0.02
Omega: 1.99
Rho: 0.09
 

Quote data

Open: 2.14
High: 2.14
Low: 2.03
Previous Close: 2.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.34%
1 Month  
+45.00%
3 Months  
+130.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.16 1.73
1M High / 1M Low: 2.16 1.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   18.18
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -