Soc. Generale Call 1200 C9F 17.06.../  DE000SB5UPM6  /

EUWAX
3/5/2021  5:01:35 PM Chg.-0.50 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
2.30EUR -17.86% 2.61
Bid Size: 40,000
2.64
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,200.00 - 6/17/2022 Call

Master data

WKN: SB5UPM
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,200.00 -
Maturity: 6/17/2022
Issue date: 10/1/2020
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.28
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.40
Parity: -0.66
Time value: 2.65
Break-even: 1,465.00
Moneyness: 0.94
Premium: 0.29
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 1.13%
Delta: 0.46
Theta: -0.16
Omega: 1.98
Rho: 3.34
 

Quote data

Open: 2.68
High: 2.68
Low: 2.30
Previous Close: 2.80
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.75%
1 Month
  -37.84%
3 Months
  -14.50%
YTD
  -23.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.45 2.30
1M High / 1M Low: 3.93 2.30
6M High / 6M Low: - -
High (YTD): 2/2/2021 4.07
Low (YTD): 3/5/2021 2.30
52W High: - -
52W Low: - -
Avg. price 1W:   3.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.37
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -