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Soc. Generale Call 38 CMG 20.06.2.../  DE000SW3V9Q9  /

EUWAX
11/10/2024  15:05:02 Chg.+0.43 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
10.35EUR +4.33% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 38.00 USD 20/06/2025 Call
 

Master data

WKN: SW3V9Q
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 38.00 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: 2.56
Leverage: Yes

Calculated values

Fair value: 9.84
Intrinsic value: 9.44
Implied volatility: 0.51
Historic volatility: 0.24
Parity: 9.44
Time value: 1.03
Break-even: 55.69
Moneyness: 1.54
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.01
Omega: 2.31
Rho: 0.19
 

Quote data

Open: 10.35
High: 10.35
Low: 10.35
Previous Close: 9.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+9.06%
3 Months
  -0.10%
YTD  
+74.24%
1 Year  
+212.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.35 9.55
1M High / 1M Low: 10.35 9.30
6M High / 6M Low: 15.51 7.21
High (YTD): 20/06/2024 15.51
Low (YTD): 05/01/2024 5.54
52W High: 20/06/2024 15.51
52W Low: 13/10/2023 3.31
Avg. price 1W:   9.90
Avg. volume 1W:   0.00
Avg. price 1M:   9.84
Avg. volume 1M:   0.00
Avg. price 6M:   10.73
Avg. volume 6M:   0.00
Avg. price 1Y:   8.89
Avg. volume 1Y:   0.00
Volatility 1M:   49.91%
Volatility 6M:   80.32%
Volatility 1Y:   70.37%
Volatility 3Y:   -