Soc. Generale Call 9 IBE1 17.12.2.../  DE000SR9ZQB0  /

Frankfurt Zert./SG
10/20/2021  3:20:40 PM Chg.+0.110 Bid3:34:49 PM Ask3:34:49 PM Underlying Strike price Expiration date Option type
0.930EUR +13.41% 0.940
Bid Size: 25,000
0.950
Ask Size: 25,000
IBERDROLA INH. EO... 9.00 EUR 12/17/2021 Call

Master data

WKN: SR9ZQB
Issuer: Société Générale
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 12/17/2021
Issue date: 5/13/2020
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.62
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.65
Implied volatility: 0.60
Historic volatility: 0.21
Parity: 0.65
Time value: 0.18
Break-even: 9.83
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.51
Theta: 0.00
Omega: 5.98
Rho: 0.01
 

Quote data

Open: 0.860
High: 0.960
Low: 0.860
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+34.78%
1 Month  
+40.91%
3 Months
  -30.08%
YTD
  -66.18%
1 Year
  -56.94%
3 Years     -
5 Years     -
1W High / 1W Low: 0.820 0.590
1M High / 1M Low: 0.820 0.270
6M High / 6M Low: 2.680 0.270
High (YTD): 1/11/2021 3.520
Low (YTD): 9/30/2021 0.270
52W High: 1/11/2021 3.520
52W Low: 9/30/2021 0.270
Avg. price 1W:   0.704
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   1.536
Avg. volume 6M:   0.000
Avg. price 1Y:   1.912
Avg. volume 1Y:   0.000
Volatility 1M:   369.07%
Volatility 6M:   175.40%
Volatility 1Y:   136.93%
Volatility 3Y:   -