Soc. Generale Call 90 SQU 16.12.2.../  DE000SD541S1  /

EUWAX
5/27/2022  5:06:09 PM Chg.+0.020 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.940EUR +2.17% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 90.00 EUR 12/16/2022 Call

Master data

WKN: SD541S
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/16/2022
Issue date: 5/11/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.80
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.21
Implied volatility: 0.67
Historic volatility: 0.26
Parity: 0.21
Time value: 0.73
Break-even: 99.40
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.38
Theta: -0.01
Omega: 3.71
Rho: 0.14
 

Quote data

Open: 0.910
High: 0.940
Low: 0.910
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.90%
1 Month
  -11.32%
3 Months
  -18.97%
YTD
  -1.05%
1 Year
  -32.37%
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.740
1M High / 1M Low: 1.090 0.740
6M High / 6M Low: 1.690 0.560
High (YTD): 2/16/2022 1.690
Low (YTD): 3/7/2022 0.560
52W High: 2/16/2022 1.690
52W Low: 3/7/2022 0.560
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   0.000
Avg. price 6M:   1.035
Avg. volume 6M:   0.000
Avg. price 1Y:   1.057
Avg. volume 1Y:   0.000
Volatility 1M:   103.38%
Volatility 6M:   137.11%
Volatility 1Y:   122.07%
Volatility 3Y:   -