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

EUWAX
3/5/2021  5:01:45 PM Chg.-0.310 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
0.990EUR -23.85% 1.190
Bid Size: 40,000
1.210
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: 9.37
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.40
Parity: -4.66
Time value: 1.21
Break-even: 1,721.00
Moneyness: 0.71
Premium: 0.52
Premium p.a.: 0.38
Spread abs.: 0.02
Spread %: 1.65%
Delta: 0.27
Theta: -0.10
Omega: 2.55
Rho: 2.41
 

Quote data

Open: 1.220
High: 1.220
Low: 0.990
Previous Close: 1.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.44%
1 Month
  -49.23%
3 Months
  -13.16%
YTD
  -32.19%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.690 0.990
1M High / 1M Low: 2.070 0.990
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.260
Low (YTD): 3/5/2021 0.990
52W High: - -
52W Low: - -
Avg. price 1W:   1.428
Avg. volume 1W:   0.000
Avg. price 1M:   1.672
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -