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

Frankfurt Zert./SG
3/4/2021  9:43:25 PM Chg.-0.240 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
1.280EUR -15.79% 1.300
Bid Size: 40,000
1.320
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: 7.79
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.40
Parity: -0.76
Time value: 1.50
Break-even: 1,395.16
Moneyness: 0.94
Premium: 0.19
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.33%
Delta: 0.35
Theta: -0.07
Omega: 2.72
Rho: 2.67
 

Quote data

Open: 1.460
High: 1.480
Low: 1.220
Previous Close: 1.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.09%
1 Month
  -36.32%
3 Months
  -0.78%
YTD
  -18.99%
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:   1.652
Avg. volume 1W:   0.000
Avg. price 1M:   1.853
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -