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

EUWAX
9/10/2024  9:46:36 AM Chg.+0.15 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
8.29EUR +1.84% -
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: 2.90
Leverage: Yes

Calculated values

Fair value: 7.72
Intrinsic value: 7.38
Implied volatility: 0.56
Historic volatility: 0.24
Parity: 7.38
Time value: 1.11
Break-even: 51.41
Moneyness: 1.43
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -0.01
Omega: 2.52
Rho: 0.14
 

Quote data

Open: 8.29
High: 8.29
Low: 8.29
Previous Close: 8.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.06%
1 Month
  -0.60%
3 Months
  -32.93%
YTD  
+49.64%
1 Year  
+101.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.92 7.56
1M High / 1M Low: 9.01 7.15
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: 10/13/2023 2.96
Avg. price 1W:   8.01
Avg. volume 1W:   0.00
Avg. price 1M:   8.13
Avg. volume 1M:   0.00
Avg. price 6M:   10.44
Avg. volume 6M:   0.00
Avg. price 1Y:   7.94
Avg. volume 1Y:   0.00
Volatility 1M:   118.67%
Volatility 6M:   89.36%
Volatility 1Y:   76.00%
Volatility 3Y:   -