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Soc. Generale Call 38 CMG 21.03.2.../  DE000SW2X613  /

EUWAX
11/10/2024  16:29:42 Chg.+0.87 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
10.32EUR +9.21% -
Bid Size: -		 -
Ask Size: -		 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: 2.69
Leverage: Yes

Calculated values

Fair value: 9.69
Intrinsic value: 9.44
Implied volatility: 0.49
Historic volatility: 0.24
Parity: 9.44
Time value: 0.52
Break-even: 54.67
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 2.52
Rho: 0.13
 

Quote data

Open: 10.32
High: 10.32
Low: 10.32
Previous Close: 9.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.85%
1 Month  
+16.22%
3 Months  
+5.09%
YTD  
+86.28%
1 Year  
+230.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.32 9.20
1M High / 1M Low: 10.32 8.86
6M High / 6M Low: 15.05 6.60
High (YTD): 20/06/2024 15.05
Low (YTD): 05/01/2024 5.13
52W High: 20/06/2024 15.05
52W Low: 13/10/2023 2.96
Avg. price 1W:   9.55
Avg. volume 1W:   0.00
Avg. price 1M:   9.42
Avg. volume 1M:   0.00
Avg. price 6M:   10.32
Avg. volume 6M:   0.00
Avg. price 1Y:   8.46
Avg. volume 1Y:   0.00
Volatility 1M:   54.88%
Volatility 6M:   86.72%
Volatility 1Y:   75.63%
Volatility 3Y:   -