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

Frankfurt Zert./SG
2/26/2021  9:44:15 PM Chg.+0.250 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
2.100EUR +13.51% 2.080
Bid Size: 40,000
2.110
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: 5.57
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.09
Implied volatility: 0.88
Historic volatility: 0.40
Parity: 0.09
Time value: 2.01
Break-even: 1,370.33
Moneyness: 1.01
Premium: 0.17
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.43%
Delta: 0.43
Theta: -0.10
Omega: 2.37
Rho: 3.02
 

Quote data

Open: 1.860
High: 2.100
Low: 1.850
Previous Close: 1.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -11.76%
3 Months  
+39.07%
YTD  
+8.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.100 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:   1.968
Avg. volume 1W:   0.000
Avg. price 1M:   2.380
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -