Soc. Generale Call 1500 C9F 17.09.../  DE000SB4SAE2  /

EUWAX
4/14/2021  4:57:07 PM Chg.-0.02 Bid9:05:12 PM Ask9:05:12 PM Underlying Strike price Expiration date Option type
1.25EUR -1.57% 1.17
Bid Size: 40,000
1.20
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,500.00 - 9/17/2021 Call

Master data

WKN: SB4SAE
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,500.00 -
Maturity: 9/17/2021
Issue date: 8/20/2020
Last trading day: 9/16/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.28
Parity: -2.14
Time value: 1.33
Break-even: 1,633.00
Moneyness: 0.86
Premium: 0.27
Premium p.a.: 0.75
Spread abs.: 0.03
Spread %: 2.26%
Delta: 0.35
Theta: -0.40
Omega: 3.40
Rho: 1.36
 

Quote data

Open: 1.27
High: 1.27
Low: 1.25
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.34%
1 Month  
+11.61%
3 Months
  -7.41%
YTD  
+13.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.41 1.21
1M High / 1M Low: 1.41 0.89
6M High / 6M Low: 1.84 0.62
High (YTD): 2/2/2021 1.84
Low (YTD): 3/5/2021 0.62
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   9.32
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.86%
Volatility 6M:   166.96%
Volatility 1Y:   -
Volatility 3Y:   -