Soc. Generale Call 1300 C9F 17.09.../  DE000SB4SAD4  /

EUWAX
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:   -