Soc. Generale Call 42 CMG 21.03.2.../  DE000SW2X639  /

EUWAX
8/2/2024  10:19:20 AM Chg.-0.48 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
6.47EUR -6.91% -
Bid Size: -
-
Ask Size: -
Chipotle Mexican Gri... 42.00 USD 3/21/2025 Call
 

Master data

WKN: SW2X63
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 3/21/2025
Issue date: 8/31/2023
Last trading day: 3/20/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 5.40
Intrinsic value: 4.84
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 4.84
Time value: 1.49
Break-even: 51.15
Moneyness: 1.25
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.32%
Delta: 0.81
Theta: -0.01
Omega: 3.08
Rho: 0.17
 

Quote data

Open: 6.54
High: 6.54
Low: 6.47
Previous Close: 6.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.95%
1 Month
  -35.88%
3 Months
  -37.97%
YTD  
+46.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.95 5.58
1M High / 1M Low: 10.47 5.58
6M High / 6M Low: 13.40 5.58
High (YTD): 6/20/2024 13.40
Low (YTD): 1/5/2024 4.05
52W High: - -
52W Low: - -
Avg. price 1W:   6.23
Avg. volume 1W:   200
Avg. price 1M:   7.52
Avg. volume 1M:   47.62
Avg. price 6M:   9.03
Avg. volume 6M:   7.87
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.50%
Volatility 6M:   86.72%
Volatility 1Y:   -
Volatility 3Y:   -