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

Frankfurt Zert./SG
3/2/2021  9:39:21 PM Chg.-0.040 Bid9:58:54 PM Ask9:58:54 PM Underlying Strike price Expiration date Option type
2.870EUR -1.37% 2.850
Bid Size: 40,000
2.880
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: 4.14
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 1.03
Historic volatility: 0.40
Parity: -0.68
Time value: 2.98
Break-even: 1,598.00
Moneyness: 0.95
Premium: 0.30
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 1.01%
Delta: 0.47
Theta: -0.18
Omega: 1.96
Rho: 3.70
 

Quote data

Open: 2.860
High: 2.960
Low: 2.840
Previous Close: 2.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.89%
1 Month
  -17.53%
3 Months  
+44.95%
YTD  
+12.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.910 2.440
1M High / 1M Low: 3.480 2.440
6M High / 6M Low: - -
High (YTD): 2/2/2021 3.480
Low (YTD): 1/4/2021 2.100
52W High: - -
52W Low: - -
Avg. price 1W:   2.664
Avg. volume 1W:   0.000
Avg. price 1M:   3.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -