Soc. Generale Call 1600 C9F 19.03.../  DE000SB4SAC6  /

EUWAX
3/4/2021  4:57:37 PM Chg.-0.018 Bid8:19:14 PM Ask8:19:14 PM Underlying Strike price Expiration date Option type
0.021EUR -46.15% 0.017
Bid Size: 30,000
0.027
Ask Size: 30,000
CHIPOTLE MEX.GR. DL... 1,600.00 - 3/19/2021 Call

Master data

WKN: SB4SAC
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 3/19/2021
Issue date: 8/20/2020
Last trading day: 3/18/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 343.82
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.91
Historic volatility: 0.40
Parity: -4.31
Time value: 0.03
Break-even: 1,603.40
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 29.41%
Delta: 0.04
Theta: -0.57
Omega: 14.27
Rho: 0.02
 

Quote data

Open: 0.020
High: 0.021
Low: 0.020
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -93.00%
3 Months
  -89.50%
YTD
  -92.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.075 0.039
1M High / 1M Low: 0.360 0.039
6M High / 6M Low: 0.730 0.039
High (YTD): 2/2/2021 0.540
Low (YTD): 3/3/2021 0.039
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.321
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   372.98%
Volatility 6M:   277.59%
Volatility 1Y:   -
Volatility 3Y:   -