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

Frankfurt Zert./SG
2/26/2021  9:48:24 PM Chg.+0.350 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
3.300EUR +11.86% 3.260
Bid Size: 40,000
3.300
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: 3.55
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 1.10
Historic volatility: 0.40
Parity: -0.31
Time value: 3.29
Break-even: 1,529.00
Moneyness: 0.97
Premium: 0.31
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 1.22%
Delta: 0.52
Theta: -0.20
Omega: 1.83
Rho: 3.56
 

Quote data

Open: 2.990
High: 3.300
Low: 2.960
Previous Close: 2.950
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.79%
1 Month
  -11.05%
3 Months  
+33.60%
YTD  
+9.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.300 2.950
1M High / 1M Low: 4.020 2.950
6M High / 6M Low: - -
High (YTD): 2/2/2021 4.020
Low (YTD): 1/4/2021 2.530
52W High: - -
52W Low: - -
Avg. price 1W:   3.122
Avg. volume 1W:   0.000
Avg. price 1M:   3.585
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -