Soc. Generale Call 1050 CMG 19.03.../  DE000SR78UJ6  /

EUWAX
2/26/2021  4:59:42 PM Chg.+0.17 Bid9:59:56 PM Ask- Underlying Strike price Expiration date Option type
3.15EUR +5.70% 3.27
Bid Size: 30,000
-
Ask Size: -
Chipotle Mexican Gri... 1,050.00 USD 3/19/2021 Call

Master data

WKN: SR78UJ
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,050.00 USD
Maturity: 3/19/2021
Issue date: 5/15/2020
Last trading day: 3/18/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 2.99
Intrinsic value: 2.99
Implied volatility: 1.60
Historic volatility: 0.40
Parity: 2.99
Time value: 0.27
Break-even: 1,196.25
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.52
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.81
Theta: -1.99
Omega: 2.92
Rho: 0.34
 

Quote data

Open: 2.89
High: 3.15
Low: 2.89
Previous Close: 2.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -15.55%
3 Months  
+41.26%
YTD  
+9.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.15 2.88
1M High / 1M Low: 4.07 2.88
6M High / 6M Low: 4.07 1.69
High (YTD): 2/2/2021 4.07
Low (YTD): 1/5/2021 2.48
52W High: - -
52W Low: - -
Avg. price 1W:   3.03
Avg. volume 1W:   0.00
Avg. price 1M:   3.58
Avg. volume 1M:   0.00
Avg. price 6M:   2.76
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.56%
Volatility 6M:   112.06%
Volatility 1Y:   -
Volatility 3Y:   -