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

EUWAX
3/1/2021  8:44:05 AM Chg.+0.04 Bid5:19:14 PM Ask5:19:14 PM Underlying Strike price Expiration date Option type
1.28EUR +3.23% 1.37
Bid Size: 40,000
1.39
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: 9.04
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.40
Parity: -2.13
Time value: 1.32
Break-even: 1,538.06
Moneyness: 0.85
Premium: 0.29
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 1.52%
Delta: 0.29
Theta: -0.06
Omega: 2.66
Rho: 2.84
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.24
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -27.68%
3 Months  
+45.45%
YTD  
+5.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.28 1.11
1M High / 1M Low: 1.95 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:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -