Soc. Generale Call 1300 CMG 19.03.../  DE000SR8H560  /

EUWAX
3/5/2021  5:03:33 PM Chg.-0.490 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
0.270EUR -64.47% 0.510
Bid Size: 30,000
0.540
Ask Size: 30,000
Chipotle Mexican Gri... 1,300.00 USD 3/19/2021 Call

Master data

WKN: SR8H56
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,300.00 USD
Maturity: 3/19/2021
Issue date: 5/22/2020
Last trading day: 3/18/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.00
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.43
Implied volatility: 0.51
Historic volatility: 0.40
Parity: 0.43
Time value: 0.11
Break-even: 1,144.97
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 5.56%
Delta: 0.60
Theta: -0.66
Omega: 12.51
Rho: 0.22
 

Quote data

Open: 0.620
High: 0.620
Low: 0.270
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -77.87%
1 Month
  -84.12%
3 Months
  -74.53%
YTD
  -78.40%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.550 0.270
1M High / 1M Low: 2.050 0.270
6M High / 6M Low: 2.170 0.270
High (YTD): 2/2/2021 2.170
Low (YTD): 3/5/2021 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   1.038
Avg. volume 1W:   0.000
Avg. price 1M:   1.425
Avg. volume 1M:   0.000
Avg. price 6M:   1.242
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.42%
Volatility 6M:   208.60%
Volatility 1Y:   -
Volatility 3Y:   -