Soc. Generale Call 1400 CMG 18.03.../  DE000SD0BNF4  /

Frankfurt Zert./SG
3/2/2021  9:46:19 PM Chg.-0.050 Bid9:58:39 PM Ask9:58:39 PM Underlying Strike price Expiration date Option type
2.200EUR -2.22% 2.180
Bid Size: 40,000
2.210
Ask Size: 40,000
Chipotle Mexican Gri... 1,400.00 USD 3/18/2022 Call

Master data

WKN: SD0BNF
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,400.00 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: 5.36
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.71
Implied volatility: 0.86
Historic volatility: 0.40
Parity: 0.71
Time value: 1.59
Break-even: 1,391.96
Moneyness: 1.06
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 1.30%
Delta: 0.44
Theta: -0.09
Omega: 2.37
Rho: 3.29
 

Quote data

Open: 2.180
High: 2.260
Low: 2.180
Previous Close: 2.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.40%
1 Month
  -21.43%
3 Months  
+50.68%
YTD  
+13.40%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.250 1.850
1M High / 1M Low: 2.800 1.850
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.800
Low (YTD): 1/4/2021 1.560
52W High: - -
52W Low: - -
Avg. price 1W:   2.024
Avg. volume 1W:   0.000
Avg. price 1M:   2.343
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -