Soc. Generale Call 60 VBK 17.12.2.../  DE000SF00AZ3  /

Frankfurt Zert./SG
12/9/2021  3:24:04 PM Chg.+0.020 Bid3:42:08 PM Ask3:42:08 PM Underlying Strike price Expiration date Option type
0.660EUR +3.13% 0.660
Bid Size: 4,514
0.680
Ask Size: 4,514
VERBIO VER.BIOENERGI... 60.00 EUR 12/17/2021 Call

Master data

WKN: SF00AZ
Issuer: Société Générale
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/17/2021
Issue date: 6/1/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.46
Implied volatility: 1.23
Historic volatility: 0.59
Parity: 0.46
Time value: 0.22
Break-even: 66.70
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 3.46
Spread abs.: 0.02
Spread %: 2.99%
Delta: 0.66
Theta: -0.21
Omega: 6.40
Rho: 0.01
 

Quote data

Open: 0.600
High: 0.660
Low: 0.550
Previous Close: 0.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.20%
1 Month
  -53.52%
3 Months  
+43.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.440
1M High / 1M Low: 1.420 0.440
6M High / 6M Low: 1.560 0.230
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.558
Avg. volume 1W:   380
Avg. price 1M:   0.833
Avg. volume 1M:   138.636
Avg. price 6M:   0.546
Avg. volume 6M:   1,191.420
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   349.93%
Volatility 6M:   240.60%
Volatility 1Y:   -
Volatility 3Y:   -