Soc. Generale Call 1900 C9F 17.06.../  DE000SD26CB0  /

EUWAX
2/26/2021  5:06:26 PM Chg.+0.080 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
0.840EUR +10.53% 0.880
Bid Size: 40,000
0.900
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,900.00 - 6/17/2022 Call

Master data

WKN: SD26CB
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,900.00 -
Maturity: 6/17/2022
Issue date: 1/22/2021
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.99
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.40
Parity: -7.31
Time value: 0.90
Break-even: 1,990.00
Moneyness: 0.62
Premium: 0.70
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 2.22%
Delta: 0.21
Theta: -0.10
Omega: 2.75
Rho: 2.05
 

Quote data

Open: 0.750
High: 0.840
Low: 0.750
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -27.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.860 0.720
1M High / 1M Low: 1.420 0.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   1.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -