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

Frankfurt Zert./SG
4/22/2021  2:28:51 PM Chg.+0.010 Bid3:28:51 PM Ask3:28:51 PM Underlying Strike price Expiration date Option type
1.610EUR +0.63% 1.650
Bid Size: 5,000
1.770
Ask Size: 5,000
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: 7.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.26
Parity: -3.27
Time value: 1.60
Break-even: 1,760.00
Moneyness: 0.80
Premium: 0.38
Premium p.a.: 0.32
Spread abs.: 0.03
Spread %: 1.88%
Delta: 0.32
Theta: -0.13
Omega: 2.53
Rho: 2.82
 

Quote data

Open: 1.560
High: 1.620
Low: 1.530
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.29%
1 Month  
+8.78%
3 Months
  -16.58%
YTD  
+9.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.710 1.600
1M High / 1M Low: 1.740 1.290
6M High / 6M Low: 2.210 1.020
High (YTD): 2/2/2021 2.210
Low (YTD): 1/4/2021 1.170
52W High: - -
52W Low: - -
Avg. price 1W:   1.668
Avg. volume 1W:   0.000
Avg. price 1M:   1.538
Avg. volume 1M:   0.000
Avg. price 6M:   1.495
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.77%
Volatility 6M:   118.26%
Volatility 1Y:   -
Volatility 3Y:   -