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

EUWAX
11/15/2024  9:41:39 AM Chg.-0.20 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
10.23EUR -1.92% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 38.00 USD 3/21/2025 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: 3/21/2025
Issue date: 8/31/2023
Last trading day: 3/20/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 9.99
Intrinsic value: 9.80
Implied volatility: 0.54
Historic volatility: 0.27
Parity: 9.80
Time value: 0.44
Break-even: 56.58
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 2.56
Rho: 0.11
 

Quote data

Open: 10.23
High: 10.23
Low: 10.23
Previous Close: 10.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.36%
1 Month
  -3.85%
3 Months  
+25.06%
YTD  
+84.66%
1 Year  
+95.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.79 10.06
1M High / 1M Low: 10.99 8.45
6M High / 6M Low: 15.05 6.60
High (YTD): 6/20/2024 15.05
Low (YTD): 1/5/2024 5.13
52W High: 6/20/2024 15.05
52W Low: 11/17/2023 5.08
Avg. price 1W:   10.36
Avg. volume 1W:   0.00
Avg. price 1M:   9.93
Avg. volume 1M:   0.00
Avg. price 6M:   10.00
Avg. volume 6M:   0.00
Avg. price 1Y:   9.04
Avg. volume 1Y:   0.00
Volatility 1M:   88.64%
Volatility 6M:   89.81%
Volatility 1Y:   76.64%
Volatility 3Y:   -