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

EUWAX
4/9/2021  4:58:21 PM Chg.+0.010 Bid9:51:35 PM Ask9:51:35 PM Underlying Strike price Expiration date Option type
0.570EUR +1.79% 0.610
Bid Size: 40,000
0.630
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: 20.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.29
Parity: -4.19
Time value: 0.62
Break-even: 1,762.00
Moneyness: 0.75
Premium: 0.38
Premium p.a.: 1.07
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.21
Theta: -0.26
Omega: 4.38
Rho: 0.92
 

Quote data

Open: 0.580
High: 0.580
Low: 0.570
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.55%
1 Month  
+7.55%
3 Months
  -8.06%
YTD
  -8.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.480
1M High / 1M Low: 0.680 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:   0.553
Avg. volume 1W:   0.000
Avg. price 1M:   0.512
Avg. volume 1M:   0.000
Avg. price 6M:   0.616
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.21%
Volatility 6M:   190.83%
Volatility 1Y:   -
Volatility 3Y:   -