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

EUWAX
2/26/2021  5:01:44 PM Chg.+0.09 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.81EUR +5.23% 1.90
Bid Size: 40,000
1.93
Ask Size: 40,000
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: 6.06
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.40
Parity: -3.31
Time value: 1.93
Break-even: 1,693.00
Moneyness: 0.78
Premium: 0.45
Premium p.a.: 0.33
Spread abs.: 0.03
Spread %: 1.55%
Delta: 0.36
Theta: -0.15
Omega: 2.21
Rho: 3.04
 

Quote data

Open: 1.70
High: 1.81
Low: 1.70
Previous Close: 1.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.84%
1 Month
  -19.91%
3 Months  
+33.09%
YTD  
+2.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.86 1.66
1M High / 1M Low: 2.63 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:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   2.19
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -