Secondary Market Data
Quantity | Bid | Ask | Quantity |
---|---|---|---|
175,000 | £ 0.0420 | £ 0.0450 | 175,000 |
Open | £ 0.0435 |
Previous close | £ 0.0445 |
Day high | £ 0.0445 |
Day low | £ 0.0425 |
Variable data
Daily Product Performance | -2.25% |
Current Underlying Asset Level | 7,332.44 |
Daily Underlying Asset Performance | +0.18% |
Delta | 13.89% |
Gearing | 22.64 |
Implied Volatility | 11.25% |
Theta / day | £-0.0005 |
This data is constantly changing, Indicative Information, Source Société Générale.
Risk Level
Risk 5 – Unsuitable
Warrants are unsuitable due to being out of the money (OTM) and/or have a maturity very close, and therefore a very high exposure to the passing of time and changes in volatility. The price of these warrants is usually small and they have a very low Delta which implies a slight sensitivity to movements in the underlying asset. Warrants are not used or should be used only in rare cases by a sophisticated investor with prior experience of Warrants.
Risk Data
Effective Gearing | Yes |
Capital at Risk | Yes |
Currency Risk | No |
Counterparty Risk | Yes |
Pricer
Pricer is unavailable for this product
See all legal documents |
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Product literature
Static data
EPIC | SE91 |
ISIN | CWN8142E2136 |
Type | Call |
Legal Form | Securitised Derivative Option |
Underlying Asset | FTSE 100 |
Strike | 8,000.00 |
Expiry | 21 December 18 |
Parity (product/underlying) | 1000/1 |
Currency | GBP |
Under. Currency | GBP |
Listing Date | 20 February 14 |
Intended Eligibility
|
SIPP |
Intended Tax treatment
|
CGT |
Performances
Day before | 1 week | 1 month | 6 months | From to | |
---|---|---|---|---|---|
Product | -2.25% | -- | +45.00% | -74.43% | -- |
Underlying | +0.18% | +1.05% | +4.09% | -2.46% | -- |
Indicative information only. This past performance is not a reliable indicator of future performance and is not taking into account potential brokerage fees. It has to be considered as a Gross Performance. These results are not based on and do not refer to simulated past performance, and are based on reasonable assumptions.