Soc. Generale Call 50 VBK 17.12.2.../  DE000SF0PRT4  /

Frankfurt Zert./SG
10/25/2021  8:49:18 AM Chg.+0.030 Bid9:05:53 AM Ask9:05:53 AM Underlying Strike price Expiration date Option type
1.540EUR +1.99% 1.480
Bid Size: 4,000
1.500
Ask Size: 4,000
VERBIO VER.BIOENERGI... 50.00 EUR 12/17/2021 Call

Master data

WKN: SF0PRT
Issuer: Société Générale
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 12/17/2021
Issue date: 5/25/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.45
Implied volatility: 0.99
Historic volatility: 0.58
Parity: 1.45
Time value: 0.05
Break-even: 64.90
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 2.01%
Delta: 0.74
Theta: -0.02
Omega: 3.20
Rho: 0.05
 

Quote data

Open: 1.540
High: 1.540
Low: 1.540
Previous Close: 1.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.45%
1 Month  
+85.54%
3 Months  
+129.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.560 1.420
1M High / 1M Low: 1.560 0.740
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.494
Avg. volume 1W:   0.000
Avg. price 1M:   1.101
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -