Soc. Generale Call 60 BG 17.09.20.../  DE000SF0C0X5  /

EUWAX
7/29/2021  8:46:09 AM Chg.0.000 Bid3:56:45 PM Ask3:56:45 PM Underlying Strike price Expiration date Option type
0.012EUR 0.00% 0.009
Bid Size: 10,000
0.020
Ask Size: 10,000
BAWAG GROUP AG 60.00 EUR 9/17/2021 Call

Master data

WKN: SF0C0X
Issuer: Société Générale
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 9/17/2021
Issue date: 5/17/2021
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 221.18
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.33
Parity: -1.13
Time value: 0.02
Break-even: 60.22
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 3.74
Spread abs.: 0.01
Spread %: 45.45%
Delta: 0.06
Theta: -0.01
Omega: 13.94
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+500.00%
1 Month  
+50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.013 0.002
1M High / 1M Low: 0.020 0.002
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,020.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -