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

Frankfurt Zert./SG
3/4/2021  4:34:46 PM Chg.-0.300 Bid4:58:20 PM Ask4:58:20 PM Underlying Strike price Expiration date Option type
2.520EUR -10.64% 2.610
Bid Size: 40,000
2.640
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: 4.16
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.73
Implied volatility: 0.93
Historic volatility: 0.40
Parity: 1.73
Time value: 1.08
Break-even: 1,277.13
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.42%
Delta: 0.52
Theta: -0.10
Omega: 2.14
Rho: 3.34
 

Quote data

Open: 2.750
High: 2.780
Low: 2.520
Previous Close: 2.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -26.74%
3 Months  
+3.70%
YTD
  -11.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.260 2.790
1M High / 1M Low: 3.780 2.790
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:   3.032
Avg. volume 1W:   0.000
Avg. price 1M:   3.292
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -