Soc. Generale Call 1900 C9F 18.03.../  DE000SD26CA2  /

Frankfurt Zert./SG
3/4/2021  8:01:56 PM Chg.-0.110 Bid8:57:10 PM Ask8:57:10 PM Underlying Strike price Expiration date Option type
0.450EUR -19.64% 0.490
Bid Size: 40,000
0.500
Ask Size: 40,000
CHIPOTLE MEX.GR. DL... 1,900.00 - 3/18/2022 Call

Master data

WKN: SD26CA
Issuer: Société Générale
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,900.00 -
Maturity: 3/18/2022
Issue date: 1/22/2021
Last trading day: 3/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.87
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.40
Parity: -7.31
Time value: 0.56
Break-even: 1,956.00
Moneyness: 0.62
Premium: 0.67
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.16
Theta: -0.09
Omega: 3.36
Rho: 1.37
 

Quote data

Open: 0.540
High: 0.550
Low: 0.450
Previous Close: 0.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -50.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.560
1M High / 1M Low: 1.000 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.779
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -