Soc. Generale Call 40 CMG 20.09.2024
/ DE000SQ3HBV2
Soc. Generale Call 40 CMG 20.09.2.../ DE000SQ3HBV2 /
7/29/2024 9:38:12 PM |
Chg.+0.490 |
Bid9:59:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.330EUR |
+10.12% |
5.350 Bid Size: 1,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
40.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
10/27/2022 |
Last trading day: |
9/19/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.63 |
Intrinsic value: |
4.53 |
Implied volatility: |
0.46 |
Historic volatility: |
0.22 |
Parity: |
4.53 |
Time value: |
0.27 |
Break-even: |
46.46 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
-0.05 |
Spread %: |
-1.03% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
4.37 |
Rho: |
0.05 |
Quote data
Open: |
4.260 |
High: |
5.460 |
Low: |
4.260 |
Previous Close: |
4.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.25% |
1 Month |
|
|
-50.88% |
3 Months |
|
|
-54.29% |
YTD |
|
|
+27.51% |
1 Year |
|
|
+102.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.520 |
4.840 |
1M High / 1M Low: |
10.800 |
4.840 |
6M High / 6M Low: |
13.680 |
4.840 |
High (YTD): |
6/19/2024 |
13.680 |
Low (YTD): |
1/5/2024 |
3.730 |
52W High: |
6/19/2024 |
13.680 |
52W Low: |
10/13/2023 |
1.780 |
Avg. price 1W: |
|
5.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.983 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.021 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.070 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
108.03% |
Volatility 6M: |
|
84.82% |
Volatility 1Y: |
|
80.78% |
Volatility 3Y: |
|
- |