Soc. Generale Call 1400 C9F 17.09.../  DE000SB4FG57  /

EUWAX
4/16/2021  9:10:36 AM Chg.+0.03 Bid3:50:10 PM Ask3:50:10 PM Underlying Strike price Expiration date Option type
1.76EUR +1.73% 1.79
Bid Size: 40,000
1.83
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,400.00 - 9/17/2021 Call

Master data

WKN: SB4FG5
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,400.00 -
Maturity: 9/17/2021
Issue date: 8/11/2020
Last trading day: 9/16/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.00
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.28
Parity: -1.11
Time value: 1.84
Break-even: 1,584.00
Moneyness: 0.92
Premium: 0.23
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 2.17%
Delta: 0.43
Theta: -0.48
Omega: 2.99
Rho: 1.55
 

Quote data

Open: 1.76
High: 1.76
Low: 1.76
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.92%
1 Month
  -1.12%
3 Months  
+12.82%
YTD  
+20.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.94 1.71
1M High / 1M Low: 1.94 1.31
6M High / 6M Low: 2.34 0.85
High (YTD): 2/2/2021 2.34
Low (YTD): 3/5/2021 0.85
52W High: - -
52W Low: - -
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   1.55
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.26%
Volatility 6M:   156.54%
Volatility 1Y:   -
Volatility 3Y:   -