Soc. Generale Call 1600 CMG 18.03.../  DE000SD0BNH0  /

Frankfurt Zert./SG
2/24/2021  9:48:02 PM Chg.+0.100 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
1.310EUR +8.26% 1.320
Bid Size: 40,000
1.340
Ask Size: 40,000
Chipotle Mexican Gri... 1,600.00 USD 3/18/2022 Call

Master data

WKN: SD0BNH
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,600.00 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: 9.73
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.41
Parity: -1.39
Time value: 1.21
Break-even: 1,437.79
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.65%
Delta: 0.30
Theta: -0.06
Omega: 2.92
Rho: 2.46
 

Quote data

Open: 1.160
High: 1.320
Low: 1.160
Previous Close: 1.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.43%
1 Month
  -24.28%
3 Months  
+43.96%
YTD  
+1.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.470 1.210
1M High / 1M Low: 1.960 1.210
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.960
Low (YTD): 1/4/2021 1.000
52W High: - -
52W Low: - -
Avg. price 1W:   1.356
Avg. volume 1W:   0.000
Avg. price 1M:   1.666
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -