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

EUWAX
12/3/2021  4:58:56 PM Chg.+0.008 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.048EUR +20.00% -
Bid Size: -
-
Ask Size: -
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: -48.48
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -0.76
Time value: 0.06
Break-even: 1.94
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 1.49
Spread abs.: 0.01
Spread %: 17.54%
Delta: -0.18
Theta: 0.00
Omega: -8.62
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.048
Low: 0.040
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.73%
1 Month  
+84.62%
3 Months
  -9.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.048 0.037
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:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   410.25%
Volatility 6M:   237.53%
Volatility 1Y:   -
Volatility 3Y:   -