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

Frankfurt Zert./SG
2/26/2021  9:42:22 PM Chg.+0.170 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
1.080EUR +18.68% 1.080
Bid Size: 40,000
1.100
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: 10.73
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.40
Parity: -6.31
Time value: 1.09
Break-even: 1,909.00
Moneyness: 0.65
Premium: 0.63
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.24
Theta: -0.11
Omega: 2.61
Rho: 2.29
 

Quote data

Open: 0.930
High: 1.090
Low: 0.910
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.09%
1 Month
  -17.56%
3 Months     -
YTD  
+6.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.080 0.910
1M High / 1M Low: 1.600 0.910
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.600
Low (YTD): 1/4/2021 0.780
52W High: - -
52W Low: - -
Avg. price 1W:   0.986
Avg. volume 1W:   0.000
Avg. price 1M:   1.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -