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

Frankfurt Zert./SG
3/3/2021  5:58:58 PM Chg.-0.150 Bid7:07:25 PM Ask7:07:25 PM Underlying Strike price Expiration date Option type
1.510EUR -9.04% 1.430
Bid Size: 40,000
1.450
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: 7.31
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.40
Parity: -3.79
Time value: 1.67
Break-even: 1,767.00
Moneyness: 0.76
Premium: 0.45
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 1.20%
Delta: 0.32
Theta: -0.13
Omega: 2.37
Rho: 2.95
 

Quote data

Open: 1.650
High: 1.670
Low: 1.490
Previous Close: 1.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.95%
1 Month
  -23.35%
3 Months  
+34.82%
YTD  
+2.72%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.700 1.380
1M High / 1M Low: 2.120 1.380
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.210
Low (YTD): 1/4/2021 1.170
52W High: - -
52W Low: - -
Avg. price 1W:   1.574
Avg. volume 1W:   0.000
Avg. price 1M:   1.781
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -