Soc. Generale Call 1200 CMG 18.06.../  DE000SR78UP3  /

EUWAX
4/14/2021  4:58:31 PM Chg.0.00 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
2.79EUR 0.00% 2.69
Bid Size: 40,000
-
Ask Size: -
Chipotle Mexican Gri... 1,200.00 USD 6/18/2021 Call

Master data

WKN: SR78UP
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,200.00 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: 4.50
Leverage: Yes

Calculated values

Fair value: 2.83
Intrinsic value: 2.83
Implied volatility: 0.92
Historic volatility: 0.28
Parity: 2.83
Time value: 0.03
Break-even: 1,289.86
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.32
Omega: 3.23
Rho: 1.14
 

Quote data

Open: 2.78
High: 2.79
Low: 2.78
Previous Close: 2.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.20%
1 Month  
+11.60%
3 Months  
+24.00%
YTD  
+30.37%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.03 2.72
1M High / 1M Low: 3.03 2.08
6M High / 6M Low: 3.17 1.27
High (YTD): 2/2/2021 3.17
Low (YTD): 3/5/2021 1.33
52W High: - -
52W Low: - -
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   2.44
Avg. volume 1M:   0.00
Avg. price 6M:   2.17
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.66%
Volatility 6M:   142.30%
Volatility 1Y:   -
Volatility 3Y:   -