Soc. Generale Call 1800 C9F 18.03.../  DE000SD2C1Y4  /

EUWAX
3/5/2021  5:15:47 PM Chg.-0.220 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.460EUR -32.35% 0.610
Bid Size: 40,000
0.620
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,800.00 - 3/18/2022 Call

Master data

WKN: SD2C1Y
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,800.00 -
Maturity: 3/18/2022
Issue date: 12/18/2020
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.10
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.40
Parity: -6.23
Time value: 0.65
Break-even: 1,865.00
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 1.54%
Delta: 0.18
Theta: -0.09
Omega: 3.27
Rho: 1.53
 

Quote data

Open: 0.630
High: 0.630
Low: 0.460
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.90%
1 Month
  -59.29%
3 Months     -
YTD
  -45.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.920 0.680
1M High / 1M Low: 1.210 0.680
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.420
Low (YTD): 1/4/2021 0.660
52W High: - -
52W Low: - -
Avg. price 1W:   0.830
Avg. volume 1W:   0.000
Avg. price 1M:   0.958
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -