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

Frankfurt Zert./SG
3/5/2021  9:44:18 PM Chg.-0.050 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
2.160EUR -2.26% 2.170
Bid Size: 40,000
2.200
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: 5.15
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.40
Parity: -1.66
Time value: 2.20
Break-even: 1,520.00
Moneyness: 0.87
Premium: 0.34
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 1.36%
Delta: 0.41
Theta: -0.14
Omega: 2.12
Rho: 3.15
 

Quote data

Open: 2.230
High: 2.330
Low: 1.880
Previous Close: 2.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.77%
1 Month
  -30.99%
3 Months
  -3.14%
YTD
  -14.96%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.910 2.160
1M High / 1M Low: 3.440 2.160
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:   2.534
Avg. volume 1W:   0.000
Avg. price 1M:   2.856
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -