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

EUWAX
2/25/2021  8:48:27 AM Chg.+0.004 Bid2:17:05 PM Ask2:17:05 PM Underlying Strike price Expiration date Option type
0.064EUR +6.67% 0.059
Bid Size: 10,000
0.072
Ask Size: 10,000
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: 143.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.40
Parity: -4.09
Time value: 0.08
Break-even: 1,608.30
Moneyness: 0.74
Premium: 0.35
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.08
Theta: -0.72
Omega: 11.19
Rho: 0.05
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -84.00%
3 Months
  -62.35%
YTD
  -77.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.049
1M High / 1M Low: 0.540 0.049
6M High / 6M Low: 0.840 0.049
High (YTD): 2/2/2021 0.540
Low (YTD): 2/23/2021 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   322.76%
Volatility 6M:   265.58%
Volatility 1Y:   -
Volatility 3Y:   -