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

EUWAX
3/1/2021  8:29:50 AM Chg.+0.06 Bid11:20:17 AM Ask11:20:17 AM Underlying Strike price Expiration date Option type
1.57EUR +3.97% 1.58
Bid Size: 6,000
1.61
Ask Size: 6,000
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: 7.45
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.40
Parity: -4.07
Time value: 1.60
Break-even: 1,760.00
Moneyness: 0.75
Premium: 0.48
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 1.25%
Delta: 0.32
Theta: -0.13
Omega: 2.38
Rho: 2.86
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.95%
1 Month
  -23.79%
3 Months  
+45.37%
YTD  
+7.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.54 1.36
1M High / 1M Low: 2.26 1.36
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.26
Low (YTD): 1/5/2021 1.24
52W High: - -
52W Low: - -
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.83
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -