Soc. Generale Call 95 SQU 16.12.2.../  DE000SF6GX62  /

EUWAX
1/28/2022  5:50:30 PM Chg.-0.04 Bid9:20:21 PM Ask9:20:21 PM Underlying Strike price Expiration date Option type
1.02EUR -3.77% 1.04
Bid Size: 4,000
1.07
Ask Size: 4,000
VINCI S.A. INH. EO... 95.00 - 12/16/2022 Call

Master data

WKN: SF6GX6
Issuer: Société Générale
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 12/16/2022
Issue date: 11/9/2021
Last trading day: 12/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.12
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.26
Implied volatility: 0.69
Historic volatility: 0.22
Parity: 0.26
Time value: 0.81
Break-even: 105.70
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.35
Theta: 0.00
Omega: 3.15
Rho: 0.20
 

Quote data

Open: 1.10
High: 1.10
Low: 1.00
Previous Close: 1.06
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.77%
1 Month  
+41.67%
3 Months     -
YTD  
+41.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.06 0.90
1M High / 1M Low: 1.12 0.72
6M High / 6M Low: - -
High (YTD): 1/20/2022 1.12
Low (YTD): 1/3/2022 0.78
52W High: - -
52W Low: - -
Avg. price 1W:   1.00
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -