Soc. Generale Call 1700 C9F 17.09.../  DE000SB43N27  /

EUWAX
4/16/2021  4:57:59 PM Chg.0.000 Bid9:54:00 PM Ask9:54:00 PM Underlying Strike price Expiration date Option type
0.590EUR 0.00% 0.580
Bid Size: 40,000
0.600
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,700.00 - 9/17/2021 Call

Master data

WKN: SB43N2
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,700.00 -
Maturity: 9/17/2021
Issue date: 9/3/2020
Last trading day: 9/16/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.28
Parity: -4.13
Time value: 0.60
Break-even: 1,760.00
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 1.11
Spread abs.: 0.02
Spread %: 3.33%
Delta: 0.21
Theta: -0.27
Omega: 4.49
Rho: 0.88
 

Quote data

Open: 0.600
High: 0.600
Low: 0.590
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.51%
1 Month  
+13.46%
3 Months
  -15.71%
YTD
  -4.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.590
1M High / 1M Low: 0.700 0.400
6M High / 6M Low: 1.170 0.300
High (YTD): 2/2/2021 1.170
Low (YTD): 3/5/2021 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.614
Avg. volume 1W:   0.000
Avg. price 1M:   0.514
Avg. volume 1M:   0.000
Avg. price 6M:   0.609
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.20%
Volatility 6M:   192.82%
Volatility 1Y:   -
Volatility 3Y:   -