Soc. Generale Call 1500 C9F 17.06.../  DE000SB5UPQ7  /

EUWAX
3/3/2021  8:54:20 AM Chg.-0.02 Bid9:19:36 AM Ask9:19:36 AM Underlying Strike price Expiration date Option type
2.00EUR -0.99% 2.01
Bid Size: 6,000
2.06
Ask Size: 6,000
CHIPOTLE MEX.GR. DL... 1,500.00 - 6/17/2022 Call

Master data

WKN: SB5UPQ
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,500.00 -
Maturity: 6/17/2022
Issue date: 10/1/2020
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.10
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.40
Parity: -2.79
Time value: 2.00
Break-even: 1,700.00
Moneyness: 0.81
Premium: 0.39
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 1.50%
Delta: 0.37
Theta: -0.14
Omega: 2.24
Rho: 3.20
 

Quote data

Open: 2.00
High: 2.00
Low: 2.00
Previous Close: 2.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.61%
1 Month
  -12.28%
3 Months  
+40.85%
YTD  
+13.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.02 1.72
1M High / 1M Low: 2.46 1.66
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.63
Low (YTD): 1/5/2021 1.51
52W High: - -
52W Low: - -
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -