Soc. Generale Call 1200 C9F 17.09.../  DE000SB4FG40  /

EUWAX
4/13/2021  5:25:36 PM Chg.-0.26 Bid6:32:15 PM Ask6:32:15 PM Underlying Strike price Expiration date Option type
2.96EUR -8.07% 3.05
Bid Size: 40,000
3.11
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,200.00 - 9/17/2021 Call

Master data

WKN: SB4FG4
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,200.00 -
Maturity: 9/17/2021
Issue date: 8/11/2020
Last trading day: 9/16/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 1.19
Historic volatility: 0.28
Parity: 0.86
Time value: 2.31
Break-even: 1,517.00
Moneyness: 1.07
Premium: 0.18
Premium p.a.: 0.47
Spread abs.: 0.06
Spread %: 1.89%
Delta: 0.57
Theta: -0.63
Omega: 2.30
Rho: 1.78
 

Quote data

Open: 3.06
High: 3.06
Low: 2.96
Previous Close: 3.22
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.42%
1 Month  
+15.18%
3 Months  
+20.82%
YTD  
+23.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.22 2.73
1M High / 1M Low: 3.22 2.38
6M High / 6M Low: 3.47 1.49
High (YTD): 2/2/2021 3.47
Low (YTD): 3/5/2021 1.60
52W High: - -
52W Low: - -
Avg. price 1W:   2.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.66
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.67%
Volatility 6M:   125.34%
Volatility 1Y:   -
Volatility 3Y:   -