FTSE 100 : 7,465.16 at 14/12/2017 16:30:57

Secondary Market Data

Quantity Bid Ask Quantity
97,000 £ 0.1293 (c) £ 0.1313 (c) 97,000
Open £ 0.1360 (c)
Previous close £ 0.1422 (c)
Day high £ 0.1391 (c)
Day low £ 0.1287 (c)

Variable data

Daily Product Performance -8.37%
Current Underlying Asset Level 7,465.16 (c)
Daily Underlying Asset Performance -0.52%
Delta 24.64%
Gearing 14.01
Implied Volatility 13.00%
Theta / day £-0.0006

This data is constantly changing, Indicative Information, Source Société Générale.

Risk Level

Risk 3 – High

Warrants are suitable to harness a strong upward (CALL Warrants) or downward (PUT warrants) movement for the underlying short term. They have high leverage with high exposure to factors such as time decay and implied volatility. Warrants are for an investor with a high risk profile. These Warrants are for sophisticated investors as they require monitoring daily.

Risk Data

Effective Gearing Yes
Capital at Risk Yes
Currency Risk No
Counterparty Risk Yes


  • Underlying

  • Volatility

    • Annual value
  • Observation duration

    • 21 December 18
  • Warrant

    • £ 0.1277
    • -1.23%

Attention: The Pricer indicatively calculates the selected Covered Warrant's price sensitivity to three variables; volatility, time to expiry and performance of the underlying asset. This tool is designed to only give an estimation of the Covered Warrants price and the difference from the real price may be greater for Warrants out of the money or close to expiry.

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Legal Documents

Final Terms
See all legal documents

Product literature

Educational materials

Static data

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
Intended Tax treatment


Day before 1 week 1 month 6 months From to
Product -8.37% +27.37% -8.56% -49.59% --
Underlying -0.52% +2.02% +0.67% -0.38% --

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.

Technical comments

version : 4.38.8