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

Frankfurt Zert./SG
10/19/2021  9:50:18 PM Chg.+0.070 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.780EUR +9.86% -
Bid Size: -
-
Ask Size: -
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: 8.77
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.23
Implied volatility: 0.85
Historic volatility: 0.59
Parity: 0.23
Time value: 0.49
Break-even: 67.10
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.51
Theta: -0.03
Omega: 4.43
Rho: 0.04
 

Quote data

Open: 0.700
High: 0.820
Low: 0.700
Previous Close: 0.710
Turnover: 5,740
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+100.00%
3 Months  
+200.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.520
1M High / 1M Low: 0.780 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   5,912.600
Avg. price 1M:   0.477
Avg. volume 1M:   1,378.455
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -