Soc. Generale Call 1200 C9F 17.09.2021
/ DE000SB4FG40
Soc. Generale Call 1200 C9F 17.09.../ DE000SB4FG40 /
| 4/15/2021 8:39:29 AM |
Chg.-0.10 |
Bid10:12:03 AM |
Ask10:12:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
-3.33% |
2.93
Bid Size: 6,000 |
3.08
Ask Size: 6,000 |
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: |
4.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.28 |
| Parity: |
0.83 |
| Time value: |
2.15 |
| Break-even: |
1,498.00 |
| Moneyness: |
1.07 |
| Premium: |
0.17 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.06 |
| Spread %: |
2.01% |
| Delta: |
0.56 |
| Theta: |
-0.58 |
| Omega: |
2.40 |
| Rho: |
1.78 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.68% |
| 1 Month |
|
|
+3.94% |
| 3 Months |
|
|
+15.08% |
| YTD |
|
|
+21.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.96 |
| 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: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.37% |
| Volatility 6M: |
|
125.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |