OverviewChartNewsTraderScreen

Soc. Generale Call 42 CMG 20.06.2.../  DE000SW3V9S5  /

Frankfurt Zert./SG
05/08/2024  14:49:32 Chg.-2.100 Bid15:44:10 Ask15:28:52 Underlying Strike price Expiration date Option type
4.920EUR -29.91% 6.020
Bid Size: 30,000		 -
Ask Size: -		 Chipotle Mexican Gri... 42.00 USD 20/06/2025 Call
 

Master data

WKN: SW3V9S
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 20/06/2025
Issue date: 22/09/2023
Last trading day: 19/06/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 5.66
Intrinsic value: 4.84
Implied volatility: 0.46
Historic volatility: 0.22
Parity: 4.84
Time value: 2.10
Break-even: 52.37
Moneyness: 1.25
Premium: 0.09
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.29%
Delta: 0.79
Theta: -0.01
Omega: 2.75
Rho: 0.21
 

Quote data

Open: 6.110
High: 6.160
Low: 4.920
Previous Close: 7.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.48%
1 Month
  -56.65%
3 Months
  -58.06%
YTD  
+2.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.670 6.430
1M High / 1M Low: 11.350 6.060
6M High / 6M Low: 13.940 6.060
High (YTD): 19/06/2024 13.940
Low (YTD): 05/01/2024 4.450
52W High: - -
52W Low: - -
Avg. price 1W:   7.086
Avg. volume 1W:   0.000
Avg. price 1M:   8.021
Avg. volume 1M:   0.000
Avg. price 6M:   9.666
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.76%
Volatility 6M:   74.69%
Volatility 1Y:   -
Volatility 3Y:   -