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Soc. Generale Call 46 CMG 20.06.2.../  DE000SW3V9U1  /

Frankfurt Zert./SG
11/10/2024  21:39:34 Chg.+0.150 Bid21:59:45 Ask21:59:45 Underlying Strike price Expiration date Option type
7.580EUR +2.02% 7.530
Bid Size: 1,000		 7.550
Ask Size: 1,000		 Chipotle Mexican Gri... 46.00 USD 20/06/2025 Call
 

Master data

WKN: SW3V9U
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 46.00 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: 3.58
Leverage: Yes

Calculated values

Fair value: 6.46
Intrinsic value: 5.78
Implied volatility: 0.46
Historic volatility: 0.24
Parity: 5.78
Time value: 1.72
Break-even: 57.07
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.27%
Delta: 0.81
Theta: -0.01
Omega: 2.91
Rho: 0.20
 

Quote data

Open: 7.400
High: 7.800
Low: 7.350
Previous Close: 7.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.67%
1 Month  
+13.81%
3 Months
  -2.07%
YTD  
+98.95%
1 Year  
+284.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.580 6.740
1M High / 1M Low: 7.580 6.660
6M High / 6M Low: 12.430 4.910
High (YTD): 19/06/2024 12.430
Low (YTD): 05/01/2024 3.480
52W High: 19/06/2024 12.430
52W Low: 13/10/2023 1.970
Avg. price 1W:   7.278
Avg. volume 1W:   0.000
Avg. price 1M:   7.094
Avg. volume 1M:   235.714
Avg. price 6M:   8.102
Avg. volume 6M:   38.372
Avg. price 1Y:   6.497
Avg. volume 1Y:   21.961
Volatility 1M:   67.12%
Volatility 6M:   92.33%
Volatility 1Y:   82.38%
Volatility 3Y:   -