FTSE 100 : 7,585.4 at 20/08/2018 08:26:16

Secondary Market Data

Quantity Bid Ask Quantity
250,000 £ 0.0630 £ 0.0650 250,000
Open £ 0.0620
Previous close £ 0.0590
Day high £ 0.0640
Day low £ 0.0610

Variable data

Daily Product Performance +8.47%
Current Underlying Asset Level 7,585.4
Daily Underlying Asset Performance +0.39%
Delta 19.97%
Gearing 23.31
Implied Volatility 12.25%
Theta / day £-0.0009

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

Risk Level

Risk 4 – Very high

Warrants are suitable to harness a very strong upward (CALL Warrants) or downward (PUT warrants) movement for the underlying very short term. They have very high leverage with very 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

    • £ 0.0637
    • 1.15%

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.

Legal Documents

Final Terms
See all legal documents

Product literature

Educational materials

Educational guide

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 +8.47% -20.00% -26.44% +10.34% --
Underlying +0.39% -0.87% -1.28% +4.57% --

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 : 4.38.0-SNAPSHOT