Soc. Generale Call 850 CMG 19.03.2021
/ DE000SR78UG2
Soc. Generale Call 850 CMG 19.03..../ DE000SR78UG2 /
| 2/26/2021 4:59:42 PM |
Chg.+0.18 |
Bid9:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.80EUR |
+3.90% |
4.92
Bid Size: 30,000 |
-
Ask Size: - |
Chipotle Mexican Gri... |
850.00 USD |
3/19/2021 |
Call |
Master data
| WKN: |
SR78UG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
3/19/2021 |
| Issue date: |
5/15/2020 |
| Last trading day: |
3/18/2021 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.65 |
| Intrinsic value: |
4.65 |
| Implied volatility: |
2.26 |
| Historic volatility: |
0.40 |
| Parity: |
4.65 |
| Time value: |
0.26 |
| Break-even: |
1,195.49 |
| Moneyness: |
1.66 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-2.32 |
| Omega: |
2.09 |
| Rho: |
0.29 |
Quote data
| Open: |
4.53 |
| High: |
4.80 |
| Low: |
4.53 |
| Previous Close: |
4.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-9.94% |
| 3 Months |
|
|
+29.03% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
4.52 |
| 1M High / 1M Low: |
5.70 |
4.52 |
| 6M High / 6M Low: |
5.70 |
3.01 |
| High (YTD): |
2/2/2021 |
5.70 |
| Low (YTD): |
1/5/2021 |
4.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.20% |
| Volatility 6M: |
|
78.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |