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

EUWAX
10/19/2021  5:59:18 PM Chg.-0.006 Bid8:54:46 PM Ask8:54:46 PM Underlying Strike price Expiration date Option type
0.078EUR -7.14% 0.080
Bid Size: 20,000
0.090
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: -35.05
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.39
Parity: -0.33
Time value: 0.10
Break-even: 2.91
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 10.53%
Delta: -0.42
Theta: 0.00
Omega: -14.82
Rho: 0.00
 

Quote data

Open: 0.083
High: 0.083
Low: 0.078
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -62.86%
3 Months
  -77.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.081
1M High / 1M Low: 0.310 0.081
6M High / 6M Low: 0.460 0.081
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   23.077
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.38%
Volatility 6M:   171.31%
Volatility 1Y:   -
Volatility 3Y:   -