Soc. Generale Call 1800 C9F 17.06.../  DE000SD2C1Z1  /

EUWAX
2/26/2021  5:07:37 PM Chg.+0.08 Bid7:50:07 AM Ask7:50:07 AM Underlying Strike price Expiration date Option type
1.02EUR +8.51% 1.08
Bid Size: 6,000
1.11
Ask Size: 6,000
CHIPOTLE MEX.GR. DL... 1,800.00 - 6/17/2022 Call

Master data

WKN: SD2C1Z
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,800.00 -
Maturity: 6/17/2022
Issue date: 12/18/2020
Last trading day: 6/16/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.94
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.40
Parity: -6.07
Time value: 1.09
Break-even: 1,909.00
Moneyness: 0.66
Premium: 0.60
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.24
Theta: -0.11
Omega: 2.65
Rho: 2.34
 

Quote data

Open: 0.93
High: 1.02
Low: 0.93
Previous Close: 0.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -31.08%
3 Months     -
YTD  
+2.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.05 0.90
1M High / 1M Low: 1.66 0.90
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.66
Low (YTD): 1/4/2021 0.81
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -