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

EUWAX
3/1/2021  8:38:08 AM Chg.+0.030 Bid10:30:03 AM Ask10:29:43 AM Underlying Strike price Expiration date Option type
0.850EUR +3.66% 0.860
Bid Size: 6,000
0.880
Ask Size: 6,000
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: 13.55
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.40
Parity: -6.07
Time value: 0.88
Break-even: 1,888.00
Moneyness: 0.66
Premium: 0.58
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 2.27%
Delta: 0.22
Theta: -0.12
Omega: 2.98
Rho: 1.82
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.820
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.19%
1 Month
  -32.54%
3 Months     -
YTD  
+1.19%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.700
1M High / 1M Low: 1.420 0.700
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:   0.774
Avg. volume 1W:   0.000
Avg. price 1M:   1.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -