Soc. Generale Call 40 CMG 20.09.2024
/ DE000SQ3HBV2
Soc. Generale Call 40 CMG 20.09.2.../ DE000SQ3HBV2 /
05/07/2024 21:41:43 |
Chg.+0.810 |
Bid21:59:33 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.800EUR |
+8.11% |
10.800 Bid Size: 1,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
40.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SQ3HBV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
27/10/2022 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.63 |
Intrinsic value: |
10.49 |
Implied volatility: |
0.57 |
Historic volatility: |
0.22 |
Parity: |
10.49 |
Time value: |
0.24 |
Break-even: |
58.36 |
Moneyness: |
1.57 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.62 |
Rho: |
0.07 |
Quote data
Open: |
9.960 |
High: |
10.800 |
Low: |
9.640 |
Previous Close: |
9.990 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.46% |
1 Month |
|
|
-3.66% |
3 Months |
|
|
+22.03% |
YTD |
|
|
+158.37% |
1 Year |
|
|
+178.35% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.800 |
9.880 |
1M High / 1M Low: |
13.680 |
9.880 |
6M High / 6M Low: |
13.680 |
3.770 |
High (YTD): |
19/06/2024 |
13.680 |
Low (YTD): |
05/01/2024 |
3.730 |
52W High: |
19/06/2024 |
13.680 |
52W Low: |
13/10/2023 |
1.780 |
Avg. price 1W: |
|
10.222 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.407 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.664 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.854 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
100.91% |
Volatility 6M: |
|
74.42% |
Volatility 1Y: |
|
85.27% |
Volatility 3Y: |
|
- |