Soc. Generale Call 850 CMG 19.03..../  DE000SR78UG2  /

EUWAX
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:   -