Soc. Generale Call 1600 C9F 17.09.../  DE000SB4FG65  /

EUWAX
4/13/2021  9:11:32 AM Chg.-0.09 Bid9:27:18 AM Ask9:27:18 AM Underlying Strike price Expiration date Option type
0.91EUR -9.00% 0.91
Bid Size: 6,000
0.98
Ask Size: 6,000
CHIPOTLE MEX.GR. DL... 1,600.00 - 9/17/2021 Call

Master data

WKN: SB4FG6
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 9/17/2021
Issue date: 8/11/2020
Last trading day: 9/16/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.25
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.28
Parity: -3.14
Time value: 0.97
Break-even: 1,697.00
Moneyness: 0.80
Premium: 0.32
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 3.09%
Delta: 0.29
Theta: -0.35
Omega: 3.79
Rho: 1.16
 

Quote data

Open: 0.91
High: 0.91
Low: 0.91
Previous Close: 1.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.66%
1 Month  
+13.75%
3 Months  
+3.41%
YTD  
+9.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.00 0.73
1M High / 1M Low: 1.00 0.61
6M High / 6M Low: 1.51 0.41
High (YTD): 2/2/2021 1.51
Low (YTD): 3/5/2021 0.41
52W High: - -
52W Low: - -
Avg. price 1W:   0.87
Avg. volume 1W:   0.00
Avg. price 1M:   0.76
Avg. volume 1M:   0.00
Avg. price 6M:   0.83
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.64%
Volatility 6M:   187.08%
Volatility 1Y:   -
Volatility 3Y:   -