Soc. Generale Call 1700 CMG 18.03.../  DE000SD0DXD4  /

Frankfurt Zert./SG
4/21/2021  1:25:51 PM Chg.-0.010 Bid1:38:08 PM Ask1:38:08 PM Underlying Strike price Expiration date Option type
1.130EUR -0.88% 1.130
Bid Size: 5,000
1.230
Ask Size: 5,000
Chipotle Mexican Gri... 1,700.00 USD 3/18/2022 Call

Master data

WKN: SD0DXD
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,700.00 USD
Maturity: 3/18/2022
Issue date: 10/15/2020
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.92
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.28
Parity: -1.25
Time value: 1.18
Break-even: 1,530.84
Moneyness: 0.91
Premium: 0.19
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.54%
Delta: 0.29
Theta: -0.06
Omega: 3.21
Rho: 2.37
 

Quote data

Open: 1.100
High: 1.130
Low: 1.100
Previous Close: 1.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.67%
1 Month  
+21.51%
3 Months
  -22.07%
YTD  
+8.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.170 1.090
1M High / 1M Low: 1.190 0.830
6M High / 6M Low: 1.640 0.680
High (YTD): 2/2/2021 1.640
Low (YTD): 3/5/2021 0.780
52W High: - -
52W Low: - -
Avg. price 1W:   1.138
Avg. volume 1W:   0.000
Avg. price 1M:   1.022
Avg. volume 1M:   0.000
Avg. price 6M:   1.040
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.06%
Volatility 6M:   139.94%
Volatility 1Y:   -
Volatility 3Y:   -