Soc. Generale Call 1500 C9F 18.06.../  DE000SB4FG32  /

EUWAX
4/23/2021  8:38:13 AM Chg.-0.050 Bid12:43:50 PM Ask12:43:50 PM Underlying Strike price Expiration date Option type
0.500EUR -9.09% 0.510
Bid Size: 5,517
0.570
Ask Size: 5,517
CHIPOTLE MEX.GR. DL... 1,500.00 - 6/18/2021 Call

Master data

WKN: SB4FG3
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,500.00 -
Maturity: 6/18/2021
Issue date: 8/11/2020
Last trading day: 6/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 22.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.26
Parity: -2.68
Time value: 0.55
Break-even: 1,555.00
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 3.56
Spread abs.: 0.03
Spread %: 5.45%
Delta: 0.26
Theta: -0.81
Omega: 5.73
Rho: 0.40
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.76%
1 Month
  -33.33%
3 Months
  -59.02%
YTD
  -39.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.550
1M High / 1M Low: 1.010 0.520
6M High / 6M Low: 1.510 0.320
High (YTD): 2/2/2021 1.510
Low (YTD): 3/5/2021 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.00%
Volatility 6M:   227.20%
Volatility 1Y:   -
Volatility 3Y:   -