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Soc. Generale Call 32 CMG 20.12.2.../  DE000SQ49648  /

EUWAX
30/07/2024  08:59:28 Chg.+0.61 Bid18:47:46 Ask18:47:46 Underlying Strike price Expiration date Option type
8.84EUR +7.41% 9.49
Bid Size: 25,000		 -
Ask Size: -		 Chipotle Mexican Gri... 32.00 USD 20/12/2024 Call
 

Master data

WKN: SQ4964
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 20/12/2024
Issue date: 09/12/2022
Last trading day: 19/12/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.54
Leverage: Yes

Calculated values

Fair value: 8.98
Intrinsic value: 8.77
Implied volatility: 0.58
Historic volatility: 0.22
Parity: 8.77
Time value: 0.50
Break-even: 48.12
Moneyness: 1.59
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 2.37
Rho: 0.10
 

Quote data

Open: 8.84
High: 8.84
Low: 8.84
Previous Close: 8.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.80%
1 Month
  -38.48%
3 Months
  -41.07%
YTD  
+21.60%
1 Year  
+72.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.91 8.23
1M High / 1M Low: 14.54 8.23
6M High / 6M Low: 17.38 8.23
High (YTD): 20/06/2024 17.38
Low (YTD): 05/01/2024 6.85
52W High: 20/06/2024 17.38
52W Low: 13/10/2023 4.11
Avg. price 1W:   9.12
Avg. volume 1W:   0.00
Avg. price 1M:   11.63
Avg. volume 1M:   0.00
Avg. price 6M:   12.48
Avg. volume 6M:   0.00
Avg. price 1Y:   9.22
Avg. volume 1Y:   0.00
Volatility 1M:   64.44%
Volatility 6M:   63.62%
Volatility 1Y:   57.20%
Volatility 3Y:   -