Soc. Generale Call 1400 C9F 17.06.../  DE000SB5UPP9  /

EUWAX
3/1/2021  5:01:54 PM Chg.+0.19 Bid6:14:04 PM Ask6:14:04 PM Underlying Strike price Expiration date Option type
2.39EUR +8.64% 2.43
Bid Size: 40,000
2.46
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,400.00 - 6/17/2022 Call

Master data

WKN: SB5UPP
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,400.00 -
Maturity: 6/17/2022
Issue date: 10/1/2020
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.40
Parity: -2.07
Time value: 2.33
Break-even: 1,633.00
Moneyness: 0.85
Premium: 0.37
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 1.29%
Delta: 0.41
Theta: -0.16
Omega: 2.11
Rho: 3.34
 

Quote data

Open: 2.28
High: 2.39
Low: 2.28
Previous Close: 2.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.22%
1 Month
  -14.64%
3 Months  
+46.63%
YTD  
+13.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.25 2.03
1M High / 1M Low: 3.06 2.03
6M High / 6M Low: - -
High (YTD): 2/2/2021 3.06
Low (YTD): 1/5/2021 1.83
52W High: - -
52W Low: - -
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.58
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -