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Soc. Generale Call 34 CMG 20.12.2.../  DE000SQ49655  /

EUWAX
02/08/2024  08:55:24 Chg.- Bid08:25:30 Ask08:25:30 Underlying Strike price Expiration date Option type
8.92EUR - 7.66
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 34.00 USD 20/12/2024 Call
 

Master data

WKN: SQ4965
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 34.00 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: 2.69
Leverage: Yes

Calculated values

Fair value: 8.72
Intrinsic value: 8.51
Implied volatility: 0.53
Historic volatility: 0.22
Parity: 8.51
Time value: 0.46
Break-even: 49.10
Moneyness: 1.55
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 2.52
Rho: 0.10
 

Quote data

Open: 8.92
High: 8.92
Low: 8.92
Previous Close: 9.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.89%
1 Month
  -30.75%
3 Months
  -33.88%
YTD  
+35.98%
1 Year  
+101.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.67 7.44
1M High / 1M Low: 13.34 7.44
6M High / 6M Low: 16.49 7.44
High (YTD): 20/06/2024 16.49
Low (YTD): 05/01/2024 6.13
52W High: 20/06/2024 16.49
52W Low: 13/10/2023 3.55
Avg. price 1W:   8.59
Avg. volume 1W:   0.00
Avg. price 1M:   9.96
Avg. volume 1M:   0.00
Avg. price 6M:   11.67
Avg. volume 6M:   0.00
Avg. price 1Y:   8.55
Avg. volume 1Y:   0.00
Volatility 1M:   100.37%
Volatility 6M:   71.00%
Volatility 1Y:   62.57%
Volatility 3Y:   -