Soc. Generale Put 2 BSD2 18.03.20.../  DE000SD3PPK3  /

EUWAX
11/30/2021  6:42:58 PM Chg.-0.010 Bid8:59:59 PM Ask8:59:59 PM Underlying Strike price Expiration date Option type
0.037EUR -21.28% 0.037
Bid Size: 20,000
0.064
Ask Size: 20,000
BCO SANTANDER N.EO0,... 2.00 EUR 3/18/2022 Put

Master data

WKN: SD3PPK
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Put
Strike price: 2.00 EUR
Maturity: 3/18/2022
Issue date: 2/8/2021
Last trading day: 3/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -48.83
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.33
Parity: -0.78
Time value: 0.06
Break-even: 1.94
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 1.44
Spread abs.: 0.01
Spread %: 17.54%
Delta: -0.18
Theta: 0.00
Omega: -8.62
Rho: 0.00
 

Quote data

Open: 0.048
High: 0.048
Low: 0.037
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.14%
1 Month  
+37.04%
3 Months
  -24.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.055 0.027
1M High / 1M Low: 0.055 0.022
6M High / 6M Low: 0.090 0.018
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.052
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   409.02%
Volatility 6M:   234.13%
Volatility 1Y:   -
Volatility 3Y:   -