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Soc. Generale Call 40 CMG 20.06.2.../  DE000SW3V9R7  /

Frankfurt Zert./SG
8/5/2024  11:14:38 AM Chg.-0.980 Bid11:25:56 AM Ask11:25:56 AM Underlying Strike price Expiration date Option type
6.700EUR -12.76% 6.680
Bid Size: 1,000		 7.270
Ask Size: 1,000		 Chipotle Mexican Gri... 40.00 USD 6/20/2025 Call
 

Master data

WKN: SW3V9R
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 6/20/2025
Issue date: 9/22/2023
Last trading day: 6/19/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 6.46
Intrinsic value: 5.76
Implied volatility: 0.47
Historic volatility: 0.22
Parity: 5.76
Time value: 1.85
Break-even: 51.88
Moneyness: 1.31
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.26%
Delta: 0.82
Theta: -0.01
Omega: 2.60
Rho: 0.21
 

Quote data

Open: 6.740
High: 6.790
Low: 6.700
Previous Close: 7.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.77%
1 Month
  -44.58%
3 Months
  -46.40%
YTD  
+25.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.390 7.110
1M High / 1M Low: 12.090 6.700
6M High / 6M Low: 14.820 6.700
High (YTD): 6/19/2024 14.820
Low (YTD): 1/5/2024 4.980
52W High: - -
52W Low: - -
Avg. price 1W:   7.772
Avg. volume 1W:   0.000
Avg. price 1M:   8.725
Avg. volume 1M:   0.000
Avg. price 6M:   10.383
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.46%
Volatility 6M:   71.79%
Volatility 1Y:   -
Volatility 3Y:   -