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

EUWAX
5/7/2021  6:26:30 PM Chg.+0.23 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
1.94EUR +13.45% -
Bid Size: -
-
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: 6.24
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.74
Implied volatility: 0.84
Historic volatility: 0.25
Parity: 1.74
Time value: 0.12
Break-even: 1,172.51
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.69
Theta: -0.46
Omega: 4.30
Rho: 0.69
 

Quote data

Open: 1.70
High: 1.94
Low: 1.70
Previous Close: 1.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.49%
1 Month
  -28.94%
3 Months
  -30.22%
YTD
  -9.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.29 1.71
1M High / 1M Low: 3.03 1.71
6M High / 6M Low: 3.17 1.33
High (YTD): 2/2/2021 3.17
Low (YTD): 3/5/2021 1.33
52W High: - -
52W Low: - -
Avg. price 1W:   1.96
Avg. volume 1W:   0.00
Avg. price 1M:   2.45
Avg. volume 1M:   0.00
Avg. price 6M:   2.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.19%
Volatility 6M:   138.98%
Volatility 1Y:   -
Volatility 3Y:   -