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

EUWAX
4/15/2021  8:35:37 AM Chg.-0.030 Bid10:01:08 AM Ask10:01:08 AM Underlying Strike price Expiration date Option type
0.370EUR -7.50% 0.380
Bid Size: 7,431
0.420
Ask Size: 7,431
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: 32.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.28
Parity: -5.17
Time value: 0.40
Break-even: 1,840.00
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 1.34
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.16
Theta: -0.22
Omega: 5.02
Rho: 0.68
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month
  -15.91%
3 Months
  -30.19%
YTD
  -21.28%
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:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.356
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -