Soc. Generale Call 1200 CMG 18.03.2022
/ DE000SD0BND9
Soc. Generale Call 1200 CMG 18.03.../ DE000SD0BND9 /
| 3/5/2021 9:38:48 PM |
Chg.-0.060 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
-2.42% |
2.420
Bid Size: 40,000 |
2.450
Ask Size: 40,000 |
Chipotle Mexican Gri... |
1,200.00 USD |
3/18/2022 |
Call |
Master data
| WKN: |
SD0BND |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,200.00 USD |
| Maturity: |
3/18/2022 |
| Issue date: |
10/14/2020 |
| Last trading day: |
3/17/2022 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.40 |
| Parity: |
1.27 |
| Time value: |
1.18 |
| Break-even: |
1,252.05 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.22% |
| Delta: |
0.48 |
| Theta: |
-0.09 |
| Omega: |
2.24 |
| Rho: |
3.13 |
Quote data
| Open: |
2.480 |
| High: |
2.530 |
| Low: |
2.100 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.17% |
| 1 Month |
|
|
-32.40% |
| 3 Months |
|
|
-3.20% |
| YTD |
|
|
-14.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
2.420 |
| 1M High / 1M Low: |
3.780 |
2.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/2/2021 |
3.850 |
| Low (YTD): |
1/4/2021 |
2.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.186 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |