Soc. Generale Call 1000 CMG 18.06.../  DE000SR78UM0  /

EUWAX
4/20/2021  8:24:19 AM Chg.-0.09 Bid2:21:07 PM Ask- Underlying Strike price Expiration date Option type
4.50EUR -1.96% 4.41
Bid Size: 5,000
-
Ask Size: -
Chipotle Mexican Gri... 1,000.00 USD 6/18/2021 Call

Master data

WKN: SR78UM
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,000.00 USD
Maturity: 6/18/2021
Issue date: 5/15/2020
Last trading day: 6/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 4.44
Intrinsic value: 4.44
Implied volatility: 1.33
Historic volatility: 0.28
Parity: 4.44
Time value: 0.13
Break-even: 1,287.39
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.66
Omega: 2.28
Rho: 0.94
 

Quote data

Open: 4.50
High: 4.50
Low: 4.50
Previous Close: 4.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.04%
1 Month  
+23.63%
3 Months  
+16.58%
YTD  
+31.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.59 4.38
1M High / 1M Low: 4.65 3.58
6M High / 6M Low: 4.65 2.25
High (YTD): 4/12/2021 4.65
Low (YTD): 3/5/2021 2.55
52W High: - -
52W Low: - -
Avg. price 1W:   4.44
Avg. volume 1W:   0.00
Avg. price 1M:   4.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.52
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.77%
Volatility 6M:   102.21%
Volatility 1Y:   -
Volatility 3Y:   -