Soc. Generale Call 1600 C9F 17.06.../  DE000SB5UPR5  /

EUWAX
4/16/2021  4:59:12 PM Chg.+0.02 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
1.68EUR +1.20% 1.67
Bid Size: 40,000
1.70
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,600.00 - 6/17/2022 Call

Master data

WKN: SB5UPR
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 6/17/2022
Issue date: 10/1/2020
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.28
Parity: -3.13
Time value: 1.70
Break-even: 1,770.00
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 1.76%
Delta: 0.33
Theta: -0.13
Omega: 2.48
Rho: 2.93
 

Quote data

Open: 1.67
High: 1.68
Low: 1.67
Previous Close: 1.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month  
+12.00%
3 Months  
+7.69%
YTD  
+15.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.82 1.66
1M High / 1M Low: 1.82 1.32
6M High / 6M Low: 2.26 0.99
High (YTD): 2/2/2021 2.26
Low (YTD): 3/5/2021 0.99
52W High: - -
52W Low: - -
Avg. price 1W:   1.71
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.58%
Volatility 6M:   125.26%
Volatility 1Y:   -
Volatility 3Y:   -