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

Frankfurt Zert./SG
3/5/2021  9:49:48 PM Chg.-0.050 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
1.970EUR -2.48% 1.970
Bid Size: 40,000
2.000
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: 5.67
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.86
Historic volatility: 0.40
Parity: 0.43
Time value: 1.57
Break-even: 1,290.97
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.50%
Delta: 0.43
Theta: -0.08
Omega: 2.42
Rho: 2.93
 

Quote data

Open: 2.020
High: 2.150
Low: 1.620
Previous Close: 2.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.35%
1 Month
  -35.41%
3 Months
  -4.37%
YTD
  -16.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.730 1.970
1M High / 1M Low: 3.230 1.970
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:   2.342
Avg. volume 1W:   0.000
Avg. price 1M:   2.662
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -