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Soc. Generale Call 40 CMG 21.03.2.../  DE000SW2X621  /

Frankfurt Zert./SG
2024-07-10  2:17:34 PM Chg.-0.410 Bid2:17:35 PM Ask2:17:35 PM Underlying Strike price Expiration date Option type
9.040EUR -4.34% 9.050
Bid Size: 1,000		 9.570
Ask Size: 1,000		 Chipotle Mexican Gri... 40.00 USD 2025-03-21 Call
 

Master data

WKN: SW2X62
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2025-03-21
Issue date: 2023-08-31
Last trading day: 2025-03-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 8.58
Intrinsic value: 8.08
Implied volatility: 0.50
Historic volatility: 0.23
Parity: 8.08
Time value: 1.31
Break-even: 55.77
Moneyness: 1.44
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 0.54%
Delta: 0.87
Theta: -0.01
Omega: 2.47
Rho: 0.19
 

Quote data

Open: 9.010
High: 9.140
Low: 8.760
Previous Close: 9.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.37%
1 Month
  -22.07%
3 Months
  -13.08%
YTD  
+81.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.670 9.450
1M High / 1M Low: 14.340 9.450
6M High / 6M Low: 14.340 4.780
High (YTD): 2024-06-19 14.340
Low (YTD): 2024-01-05 4.590
52W High: - -
52W Low: - -
Avg. price 1W:   10.586
Avg. volume 1W:   0.000
Avg. price 1M:   12.024
Avg. volume 1M:   0.000
Avg. price 6M:   9.597
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.16%
Volatility 6M:   68.53%
Volatility 1Y:   -
Volatility 3Y:   -