Soc. Generale Call 1500 CMG 18.03.../  DE000SD0BNG2  /

Frankfurt Zert./SG
3/3/2021  6:40:49 PM Chg.-0.220 Bid7:36:27 PM Ask7:36:27 PM Underlying Strike price Expiration date Option type
1.550EUR -12.43% 1.540
Bid Size: 40,000
1.570
Ask Size: 40,000
Chipotle Mexican Gri... 1,500.00 USD 3/18/2022 Call

Master data

WKN: SD0BNG
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,500.00 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: 6.86
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.40
Parity: -0.20
Time value: 1.78
Break-even: 1,419.20
Moneyness: 0.98
Premium: 0.16
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.69%
Delta: 0.38
Theta: -0.07
Omega: 2.60
Rho: 2.97
 

Quote data

Open: 1.780
High: 1.810
Low: 1.550
Previous Close: 1.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.32%
1 Month
  -25.12%
3 Months  
+29.17%
YTD
  -1.90%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.810 1.490
1M High / 1M Low: 2.220 1.490
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.330
Low (YTD): 1/4/2021 1.250
52W High: - -
52W Low: - -
Avg. price 1W:   1.672
Avg. volume 1W:   0.000
Avg. price 1M:   1.881
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -