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

EUWAX
3/4/2021  5:07:05 PM Chg.-0.150 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
0.870EUR -14.71% 0.800
Bid Size: 40,000
0.820
Ask Size: 40,000
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: 12.71
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.40
Parity: -6.31
Time value: 0.92
Break-even: 1,892.00
Moneyness: 0.65
Premium: 0.62
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 2.17%
Delta: 0.22
Theta: -0.09
Omega: 2.78
Rho: 2.11
 

Quote data

Open: 0.890
High: 0.890
Low: 0.870
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.71%
1 Month
  -35.56%
3 Months     -
YTD
  -13.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.130 0.870
1M High / 1M Low: 1.450 0.870
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.660
Low (YTD): 1/4/2021 0.810
52W High: - -
52W Low: - -
Avg. price 1W:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   1.174
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -