Soc. Generale Put 3 BSD2 17.12.20.../  DE000SD3W079  /

EUWAX
10/25/2021  8:15:27 AM Chg.-0.009 Bid8:38:16 AM Ask8:38:16 AM Underlying Strike price Expiration date Option type
0.081EUR -10.00% 0.081
Bid Size: 20,000
0.091
Ask Size: 20,000
BCO SANTANDER N.EO0,... 3.00 EUR 12/17/2021 Put

Master data

WKN: SD3W07
Issuer: Société Générale
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Put
Strike price: 3.00 EUR
Maturity: 12/17/2021
Issue date: 2/16/2021
Last trading day: 12/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -34.55
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.39
Parity: -0.28
Time value: 0.10
Break-even: 2.91
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.11
Spread abs.: 0.01
Spread %: 10.53%
Delta: -0.44
Theta: 0.00
Omega: -15.36
Rho: 0.00
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -59.50%
3 Months
  -67.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.078
1M High / 1M Low: 0.220 0.078
6M High / 6M Low: 0.410 0.078
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.127
Avg. volume 1M:   0.000
Avg. price 6M:   0.213
Avg. volume 6M:   23.256
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.87%
Volatility 6M:   171.14%
Volatility 1Y:   -
Volatility 3Y:   -