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

EUWAX
4/16/2021  5:17:37 PM Chg.+0.010 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
0.830EUR +1.22% 0.830
Bid Size: 40,000
0.860
Ask Size: 40,000
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: 14.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.28
Parity: -2.13
Time value: 0.86
Break-even: 1,586.00
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 2.42
Spread abs.: 0.03
Spread %: 3.49%
Delta: 0.32
Theta: -0.92
Omega: 4.85
Rho: 0.56
 

Quote data

Open: 0.850
High: 0.850
Low: 0.830
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+12.16%
3 Months
  -6.74%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.010 0.820
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:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.99%
Volatility 6M:   223.94%
Volatility 1Y:   -
Volatility 3Y:   -