Soc. Generale Call 50 BG 17.09.20.../  DE000SF0C0S5  /

EUWAX
7/30/2021  4:55:05 PM Chg.-0.020 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 50.00 EUR 9/17/2021 Call

Master data

WKN: SF0C0S
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 9/17/2021
Issue date: 5/17/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.09
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.32
Parity: -0.12
Time value: 0.18
Break-even: 51.80
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.33
Theta: -0.01
Omega: 8.94
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+116.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.064
1M High / 1M Low: 0.190 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   642.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -