Soc. Generale Call 1900 C9F 18.06.../  DE000SD26B79  /

EUWAX
4/16/2021  5:00:49 PM Chg.+0.005 Bid6:55:35 PM Ask6:55:35 PM Underlying Strike price Expiration date Option type
0.053EUR +10.42% 0.049
Bid Size: 40,000
0.061
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,900.00 - 6/18/2021 Call

Master data

WKN: SD26B7
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,900.00 -
Maturity: 6/18/2021
Issue date: 1/22/2021
Last trading day: 6/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 171.81
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.28
Parity: -6.11
Time value: 0.08
Break-even: 1,907.50
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 8.70
Spread abs.: 0.01
Spread %: 16.00%
Delta: 0.05
Theta: -0.22
Omega: 9.39
Rho: 0.11
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.048
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.67%
1 Month
  -59.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.077 0.048
1M High / 1M Low: 0.130 0.043
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   251.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -