Soc. Generale Call 1700 CMG 17.06.../  DE000SD0DXE2  /

EUWAX
3/3/2021  5:19:28 PM Chg.-0.12 Bid7:32:15 PM Ask7:32:15 PM Underlying Strike price Expiration date Option type
1.25EUR -8.76% 1.18
Bid Size: 40,000
1.20
Ask Size: 40,000
Chipotle Mexican Gri... 1,700.00 USD 6/17/2022 Call

Master data

WKN: SD0DXE
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,700.00 USD
Maturity: 6/17/2022
Issue date: 10/15/2020
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.91
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.40
Parity: -1.86
Time value: 1.37
Break-even: 1,543.70
Moneyness: 0.87
Premium: 0.26
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 1.46%
Delta: 0.30
Theta: -0.05
Omega: 2.66
Rho: 2.93
 

Quote data

Open: 1.36
High: 1.36
Low: 1.25
Previous Close: 1.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.93%
1 Month
  -23.31%
3 Months  
+32.98%
YTD  
+3.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.37 1.17
1M High / 1M Low: 1.73 1.11
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.95
Low (YTD): 1/4/2021 0.99
52W High: - -
52W Low: - -
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -