Soc. Generale Call 38 CMG 21.03.2025
/ DE000SW2X613
Soc. Generale Call 38 CMG 21.03.2.../ DE000SW2X613 /
05/08/2024 21:35:59 |
Chg.-0.140 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
7.680EUR |
-1.79% |
7.700 Bid Size: 1,000 |
7.720 Ask Size: 1,000 |
Chipotle Mexican Gri... |
38.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SW2X61 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
31/08/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.09 |
Intrinsic value: |
6.68 |
Implied volatility: |
0.47 |
Historic volatility: |
0.22 |
Parity: |
6.68 |
Time value: |
1.09 |
Break-even: |
50.37 |
Moneyness: |
1.38 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.26% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
2.69 |
Rho: |
0.16 |
Quote data
Open: |
6.830 |
High: |
7.780 |
Low: |
5.670 |
Previous Close: |
7.820 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.03% |
1 Month |
|
|
-38.41% |
3 Months |
|
|
-41.46% |
YTD |
|
|
+38.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.560 |
7.680 |
1M High / 1M Low: |
10.800 |
6.840 |
6M High / 6M Low: |
15.250 |
6.840 |
High (YTD): |
19/06/2024 |
15.250 |
Low (YTD): |
05/01/2024 |
5.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.697 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.699 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.15% |
Volatility 6M: |
|
71.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |