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

Frankfurt Zert./SG
3/5/2021  9:44:39 PM Chg.0.000 Bid9:56:46 PM Ask9:56:46 PM Underlying Strike price Expiration date Option type
0.630EUR 0.00% 0.640
Bid Size: 40,000
0.660
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: 17.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.40
Parity: -7.66
Time value: 0.65
Break-even: 1,965.00
Moneyness: 0.60
Premium: 0.73
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.17
Theta: -0.07
Omega: 2.99
Rho: 1.66
 

Quote data

Open: 0.650
High: 0.690
Low: 0.510
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.21%
1 Month
  -46.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.630
1M High / 1M Low: 1.240 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.766
Avg. volume 1W:   0.000
Avg. price 1M:   0.933
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -