Soc. Generale Call 1400 CMG 18.03.2022
/ DE000SD0BNF4
Soc. Generale Call 1400 CMG 18.03.../ DE000SD0BNF4 /
| 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: |
|
- |