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

EUWAX
4/13/2021  5:02:23 PM Chg.-0.24 Bid9:59:17 PM Ask- Underlying Strike price Expiration date Option type
4.41EUR -5.16% 4.48
Bid Size: 40,000
-
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: 2.84
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 4.46
Implied volatility: 1.26
Historic volatility: 0.28
Parity: 4.46
Time value: 0.07
Break-even: 1,292.50
Moneyness: 1.53
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -0.52
Omega: 2.30
Rho: 1.06
 

Quote data

Open: 4.43
High: 4.43
Low: 4.41
Previous Close: 4.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.70%
1 Month  
+17.60%
3 Months  
+26.36%
YTD  
+28.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.65 4.02
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:   4.36
Avg. volume 1W:   0.00
Avg. price 1M:   3.93
Avg. volume 1M:   0.00
Avg. price 6M:   3.48
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.90%
Volatility 6M:   102.06%
Volatility 1Y:   -
Volatility 3Y:   -