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

Frankfurt Zert./SG
2/26/2021  9:38:09 PM Chg.+0.240 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
2.300EUR +11.65% 2.310
Bid Size: 40,000
2.340
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: 5.02
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.40
Parity: -2.31
Time value: 2.33
Break-even: 1,633.00
Moneyness: 0.84
Premium: 0.40
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 1.29%
Delta: 0.41
Theta: -0.17
Omega: 2.07
Rho: 3.26
 

Quote data

Open: 2.080
High: 2.310
Low: 2.060
Previous Close: 2.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.74%
1 Month
  -15.44%
3 Months  
+36.09%
YTD  
+7.98%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.300 2.060
1M High / 1M Low: 3.020 2.060
6M High / 6M Low: - -
High (YTD): 2/2/2021 3.020
Low (YTD): 1/4/2021 1.740
52W High: - -
52W Low: - -
Avg. price 1W:   2.182
Avg. volume 1W:   0.000
Avg. price 1M:   2.602
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -