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

EUWAX
3/4/2021  5:01:02 PM Chg.-0.34 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
2.33EUR -12.73% 2.23
Bid Size: 40,000
2.26
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: 4.66
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.40
Parity: -1.31
Time value: 2.51
Break-even: 1,551.00
Moneyness: 0.90
Premium: 0.33
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 1.20%
Delta: 0.44
Theta: -0.16
Omega: 2.05
Rho: 3.38
 

Quote data

Open: 2.45
High: 2.45
Low: 2.33
Previous Close: 2.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.17%
1 Month
  -28.31%
3 Months  
+13.11%
YTD
  -7.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.91 2.51
1M High / 1M Low: 3.39 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:   2.71
Avg. volume 1W:   0.00
Avg. price 1M:   2.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -