Soc. Generale Call 50 VBK 18.03.2.../  DE000SF0PRU2  /

EUWAX
1/14/2022  4:27:44 PM Chg.0.000 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.660EUR 0.00% -
Bid Size: -
-
Ask Size: -
VERBIO VER.BIOENERGI... 50.00 EUR 3/18/2022 Call

Master data

WKN: SF0PRU
Issuer: Société Générale
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 3/18/2022
Issue date: 5/25/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.80
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.19
Implied volatility: 0.84
Historic volatility: 0.59
Parity: 0.19
Time value: 0.40
Break-even: 55.90
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.55
Spread abs.: 0.06
Spread %: 10.17%
Delta: 0.50
Theta: -0.03
Omega: 4.41
Rho: 0.03
 

Quote data

Open: 0.630
High: 0.660
Low: 0.630
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.47%
1 Month
  -59.26%
3 Months
  -58.75%
YTD
  -49.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.640
1M High / 1M Low: 1.620 0.640
6M High / 6M Low: 2.620 0.640
High (YTD): 1/3/2022 1.570
Low (YTD): 1/10/2022 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   1.207
Avg. volume 1M:   0.000
Avg. price 6M:   1.389
Avg. volume 6M:   108.915
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.21%
Volatility 6M:   165.95%
Volatility 1Y:   -
Volatility 3Y:   -