Soc. Generale Call 1200 CMG 18.03.../  DE000SD0BND9  /

Frankfurt Zert./SG
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:   -