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

EUWAX
10/11/2024  4:29:42 PM Chg.+0.84 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
8.71EUR +10.67% -
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: 3.19
Leverage: Yes

Calculated values

Fair value: 7.90
Intrinsic value: 7.61
Implied volatility: 0.49
Historic volatility: 0.24
Parity: 7.61
Time value: 0.79
Break-even: 55.21
Moneyness: 1.40
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.36%
Delta: 0.89
Theta: -0.01
Omega: 2.85
Rho: 0.14
 

Quote data

Open: 8.71
High: 8.71
Low: 8.71
Previous Close: 7.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.68%
1 Month  
+16.91%
3 Months  
+3.69%
YTD  
+96.61%
1 Year  
+285.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.71 7.63
1M High / 1M Low: 8.71 7.36
6M High / 6M Low: 13.40 5.51
High (YTD): 6/20/2024 13.40
Low (YTD): 1/5/2024 4.05
52W High: 6/20/2024 13.40
52W Low: 10/13/2023 2.26
Avg. price 1W:   7.97
Avg. volume 1W:   0.00
Avg. price 1M:   7.89
Avg. volume 1M:   0.00
Avg. price 6M:   8.84
Avg. volume 6M:   23.44
Avg. price 1Y:   7.15
Avg. volume 1Y:   11.81
Volatility 1M:   65.54%
Volatility 6M:   100.27%
Volatility 1Y:   85.81%
Volatility 3Y:   -