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

EUWAX
2/24/2021  5:00:46 PM Chg.+0.08 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
2.52EUR +3.28% 2.69
Bid Size: 40,000
2.72
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: 4.65
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.41
Parity: -1.23
Time value: 2.53
Break-even: 1,553.00
Moneyness: 0.91
Premium: 0.32
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 1.19%
Delta: 0.44
Theta: -0.15
Omega: 2.04
Rho: 3.45
 

Quote data

Open: 2.47
High: 2.52
Low: 2.47
Previous Close: 2.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.58%
1 Month
  -19.23%
3 Months  
+26.63%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.88 2.44
1M High / 1M Low: 3.53 2.44
6M High / 6M Low: - -
High (YTD): 2/2/2021 3.53
Low (YTD): 1/5/2021 2.21
52W High: - -
52W Low: - -
Avg. price 1W:   2.73
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -