Soc. Generale Call 1300 C9F 17.06.../  DE000SB5UPN4  /

EUWAX
4/16/2021  4:59:12 PM Chg.+0.03 Bid9:58:56 PM Ask9:58:56 PM Underlying Strike price Expiration date Option type
3.04EUR +1.00% 3.04
Bid Size: 40,000
3.08
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,300.00 - 6/17/2022 Call

Master data

WKN: SB5UPN
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,300.00 -
Maturity: 6/17/2022
Issue date: 10/1/2020
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.28
Parity: -0.13
Time value: 3.07
Break-even: 1,607.00
Moneyness: 0.99
Premium: 0.25
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 1.30%
Delta: 0.48
Theta: -0.19
Omega: 2.01
Rho: 3.63
 

Quote data

Open: 3.03
High: 3.04
Low: 3.03
Previous Close: 3.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.36%
1 Month  
+10.14%
3 Months  
+14.29%
YTD  
+20.63%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.22 3.01
1M High / 1M Low: 3.22 2.48
6M High / 6M Low: 3.53 1.77
High (YTD): 2/2/2021 3.53
Low (YTD): 3/5/2021 1.88
52W High: - -
52W Low: - -
Avg. price 1W:   3.07
Avg. volume 1W:   0.00
Avg. price 1M:   2.78
Avg. volume 1M:   0.00
Avg. price 6M:   2.57
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.93%
Volatility 6M:   102.12%
Volatility 1Y:   -
Volatility 3Y:   -