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

Frankfurt Zert./SG
2/24/2021  9:48:17 PM Chg.+0.100 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
1.260EUR +8.62% 1.260
Bid Size: 40,000
1.280
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: 10.06
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.41
Parity: -2.22
Time value: 1.17
Break-even: 1,516.08
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.71%
Delta: 0.27
Theta: -0.04
Omega: 2.75
Rho: 2.69
 

Quote data

Open: 1.130
High: 1.270
Low: 1.120
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -22.70%
3 Months  
+44.83%
YTD  
+3.28%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.400 1.160
1M High / 1M Low: 1.890 1.160
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.890
Low (YTD): 1/4/2021 0.960
52W High: - -
52W Low: - -
Avg. price 1W:   1.298
Avg. volume 1W:   0.000
Avg. price 1M:   1.590
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -