Soc. Generale Call 1800 C9F 17.09.../  DE000SD2C1W8  /

EUWAX
4/14/2021  9:01:24 AM Chg.+0.020 Bid10:38:16 AM Ask10:38:16 AM Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.420
Bid Size: 6,824
0.450
Ask Size: 6,824
CHIPOTLE MEX.GR. DL... 1,800.00 - 9/17/2021 Call

Master data

WKN: SD2C1W
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,800.00 -
Maturity: 9/17/2021
Issue date: 12/18/2020
Last trading day: 9/16/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 28.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.28
Parity: -5.14
Time value: 0.45
Break-even: 1,845.00
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.33
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.17
Theta: -0.23
Omega: 4.80
Rho: 0.73
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month  
+5.00%
3 Months
  -30.00%
YTD
  -10.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.380
1M High / 1M Low: 0.480 0.280
6M High / 6M Low: - -
High (YTD): 2/2/2021 0.940
Low (YTD): 3/5/2021 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -