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

Frankfurt Zert./SG
2/26/2021  9:36:28 PM Chg.+0.160 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
1.100EUR +17.02% 1.090
Bid Size: 40,000
1.110
Ask Size: 40,000
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: 11.96
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.40
Parity: -2.38
Time value: 0.97
Break-even: 1,495.29
Moneyness: 0.83
Premium: 0.29
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 2.06%
Delta: 0.26
Theta: -0.06
Omega: 3.09
Rho: 2.14
 

Quote data

Open: 0.940
High: 1.100
Low: 0.920
Previous Close: 0.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.78%
1 Month
  -21.43%
3 Months  
+61.76%
YTD  
+5.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.180 0.940
1M High / 1M Low: 1.640 0.940
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.640
Low (YTD): 1/4/2021 0.800
52W High: - -
52W Low: - -
Avg. price 1W:   1.020
Avg. volume 1W:   0.000
Avg. price 1M:   1.326
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -