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Soc. Generale Call 36 CMG 20.06.2.../  DE000SW3V9P1  /

Frankfurt Zert./SG
05/08/2024  08:55:43 Chg.-1.020 Bid09:40:59 Ask09:40:59 Underlying Strike price Expiration date Option type
8.060EUR -11.23% 8.080
Bid Size: 1,000		 9.050
Ask Size: 1,000		 Chipotle Mexican Gri... 36.00 USD 20/06/2025 Call
 

Master data

WKN: SW3V9P
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 20/06/2025
Issue date: 22/09/2023
Last trading day: 19/06/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 8.14
Intrinsic value: 7.59
Implied volatility: 0.50
Historic volatility: 0.22
Parity: 7.59
Time value: 1.45
Break-even: 51.07
Moneyness: 1.46
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.22%
Delta: 0.87
Theta: -0.01
Omega: 2.31
Rho: 0.21
 

Quote data

Open: 8.030
High: 8.060
Low: 8.030
Previous Close: 9.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.73%
1 Month
  -41.17%
3 Months
  -42.80%
YTD  
+22.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.890 8.550
1M High / 1M Low: 13.700 8.100
6M High / 6M Low: 16.460 8.100
High (YTD): 19/06/2024 16.460
Low (YTD): 05/01/2024 6.170
52W High: - -
52W Low: - -
Avg. price 1W:   9.218
Avg. volume 1W:   0.000
Avg. price 1M:   10.185
Avg. volume 1M:   0.000
Avg. price 6M:   11.884
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.59%
Volatility 6M:   64.77%
Volatility 1Y:   -
Volatility 3Y:   -