Soc. Generale Call 1300 CMG 18.03.../  DE000SD0BNE7  /

Frankfurt Zert./SG
3/2/2021  9:48:47 PM Chg.-0.050 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
2.680EUR -1.83% 2.660
Bid Size: 40,000
2.690
Ask Size: 40,000
Chipotle Mexican Gri... 1,300.00 USD 3/18/2022 Call

Master data

WKN: SD0BNE
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,300.00 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: 4.42
Leverage: Yes

Calculated values

Fair value: 1.54
Intrinsic value: 1.54
Implied volatility: 0.91
Historic volatility: 0.40
Parity: 1.54
Time value: 1.25
Break-even: 1,357.96
Moneyness: 1.14
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 1.08%
Delta: 0.50
Theta: -0.10
Omega: 2.20
Rho: 3.48
 

Quote data

Open: 2.670
High: 2.770
Low: 2.640
Previous Close: 2.730
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.53%
1 Month
  -18.29%
3 Months  
+48.07%
YTD  
+13.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.730 2.260
1M High / 1M Low: 3.280 2.260
6M High / 6M Low: - -
High (YTD): 2/2/2021 3.280
Low (YTD): 1/4/2021 1.920
52W High: - -
52W Low: - -
Avg. price 1W:   2.478
Avg. volume 1W:   0.000
Avg. price 1M:   2.825
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -