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

Frankfurt Zert./SG
2/26/2021  9:39:00 PM Chg.+0.220 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.900EUR +13.10% 1.900
Bid Size: 40,000
1.930
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: 6.67
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.92
Historic volatility: 0.40
Parity: -3.40
Time value: 1.74
Break-even: 1,674.00
Moneyness: 0.77
Premium: 0.44
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 1.72%
Delta: 0.34
Theta: -0.13
Omega: 2.29
Rho: 2.93
 

Quote data

Open: 1.710
High: 1.920
Low: 1.670
Previous Close: 1.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.86%
1 Month
  -15.18%
3 Months  
+52.00%
YTD  
+6.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.040 1.680
1M High / 1M Low: 2.570 1.680
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.570
Low (YTD): 1/4/2021 1.430
52W High: - -
52W Low: - -
Avg. price 1W:   1.826
Avg. volume 1W:   240
Avg. price 1M:   2.206
Avg. volume 1M:   52.174
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -