Soc. Generale Call 1300 C9F 17.09.2021
/ DE000SB4SAD4
Soc. Generale Call 1300 C9F 17.09.../ DE000SB4SAD4 /
| 4/13/2021 8:51:51 AM |
Chg.-0.15 |
Bid3:04:34 PM |
Ask3:04:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
-5.88% |
2.45
Bid Size: 6,000 |
2.54
Ask Size: 6,000 |
CHIPOTLE MEX.GR. DL... |
1,300.00 - |
9/17/2021 |
Call |
Master data
| WKN: |
SB4SAD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CHIPOTLE MEX.GR. DL -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,300.00 - |
| Maturity: |
9/17/2021 |
| Issue date: |
8/20/2020 |
| Last trading day: |
9/16/2021 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.28 |
| Parity: |
-0.14 |
| Time value: |
2.49 |
| Break-even: |
1,549.00 |
| Moneyness: |
0.99 |
| Premium: |
0.20 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.05 |
| Spread %: |
2.01% |
| Delta: |
0.50 |
| Theta: |
-0.56 |
| Omega: |
2.59 |
| Rho: |
1.70 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.50% |
| 1 Month |
|
|
+19.40% |
| 3 Months |
|
|
+22.45% |
| YTD |
|
|
+26.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.06 |
| 1M High / 1M Low: |
2.55 |
1.78 |
| 6M High / 6M Low: |
2.83 |
1.19 |
| High (YTD): |
2/2/2021 |
2.83 |
| Low (YTD): |
3/5/2021 |
1.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.18% |
| Volatility 6M: |
|
133.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |