Soc. Generale Call 1300 CMG 18.06.../  DE000SR8EEH0  /

EUWAX
4/14/2021  4:53:40 PM Chg.-0.05 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
2.04EUR -2.39% 1.96
Bid Size: 40,000
2.01
Ask Size: 40,000
Chipotle Mexican Gri... 1,300.00 USD 6/18/2021 Call

Master data

WKN: SR8EEH
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,300.00 USD
Maturity: 6/18/2021
Issue date: 5/19/2020
Last trading day: 6/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.90
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 1.99
Implied volatility: 0.83
Historic volatility: 0.28
Parity: 1.99
Time value: 0.19
Break-even: 1,305.51
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 3.21%
Delta: 0.64
Theta: -0.35
Omega: 3.80
Rho: 1.09
 

Quote data

Open: 2.07
High: 2.07
Low: 2.04
Previous Close: 2.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.77%
1 Month  
+22.16%
3 Months  
+7.37%
YTD  
+26.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.28 2.00
1M High / 1M Low: 2.28 1.43
6M High / 6M Low: 2.53 0.89
High (YTD): 2/2/2021 2.53
Low (YTD): 3/5/2021 0.89
52W High: - -
52W Low: - -
Avg. price 1W:   2.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   1.61
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.86%
Volatility 6M:   162.06%
Volatility 1Y:   -
Volatility 3Y:   -