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

EUWAX
1/14/2022  6:48:26 PM Chg.+0.10 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
1.37EUR +7.87% 1.41
Bid Size: 4,000
1.42
Ask Size: 4,000
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: 6.89
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.85
Implied volatility: 0.75
Historic volatility: 0.23
Parity: 0.85
Time value: 0.58
Break-even: 104.30
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.40
Theta: 0.00
Omega: 2.79
Rho: 0.23
 

Quote data

Open: 1.30
High: 1.37
Low: 1.30
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.04%
1 Month  
+90.28%
3 Months  
+39.80%
YTD  
+44.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.37 1.11
1M High / 1M Low: 1.37 0.69
6M High / 6M Low: 1.37 0.63
High (YTD): 1/14/2022 1.37
Low (YTD): 1/3/2022 1.03
52W High: - -
52W Low: - -
Avg. price 1W:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   0.00
Avg. price 6M:   0.97
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.39%
Volatility 6M:   113.61%
Volatility 1Y:   -
Volatility 3Y:   -