Soc. Generale Call 60 VBK 18.03.2.../  DE000SF00A03  /

EUWAX
10/26/2021  5:12:30 PM Chg.-0.07 Bid8:27:45 PM Ask8:27:45 PM Underlying Strike price Expiration date Option type
1.13EUR -5.83% 1.16
Bid Size: 2,544
1.20
Ask Size: 2,544
VERBIO VER.BIOENERGI... 60.00 EUR 3/18/2022 Call

Master data

WKN: SF00A0
Issuer: Société Générale
Currency: EUR
Underlying: VERBIO VER.BIOENERGIE ON
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 3/18/2022
Issue date: 6/1/2021
Last trading day: 3/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.15
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.75
Implied volatility: 0.94
Historic volatility: 0.58
Parity: 0.75
Time value: 0.57
Break-even: 73.10
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 3.05%
Delta: 0.55
Theta: -0.02
Omega: 2.82
Rho: 0.09
 

Quote data

Open: 1.19
High: 1.19
Low: 1.13
Previous Close: 1.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.14%
1 Month  
+85.25%
3 Months  
+73.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.20 0.91
1M High / 1M Low: 1.20 0.56
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.02
Avg. volume 1W:   190
Avg. price 1M:   0.79
Avg. volume 1M:   790.48
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -