Soc. Generale Call 48 CMG 21.03.2025
/ DE000SW2X662
Soc. Generale Call 48 CMG 21.03.2.../ DE000SW2X662 /
10/09/2024 21:46:46 |
Chg.-0.010 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
4.930EUR |
-0.20% |
4.900 Bid Size: 1,000 |
4.910 Ask Size: 1,000 |
Chipotle Mexican Gri... |
48.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SW2X66 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
31/08/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.72 |
Intrinsic value: |
2.85 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
2.85 |
Time value: |
2.14 |
Break-even: |
53.48 |
Moneyness: |
1.13 |
Premium: |
0.09 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
0.20% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
3.56 |
Rho: |
0.13 |
Quote data
Open: |
4.830 |
High: |
5.030 |
Low: |
4.780 |
Previous Close: |
4.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.31% |
1 Month |
|
|
-10.69% |
3 Months |
|
|
-41.93% |
YTD |
|
|
+65.44% |
1 Year |
|
|
+128.24% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.940 |
4.410 |
1M High / 1M Low: |
5.700 |
4.060 |
6M High / 6M Low: |
11.150 |
3.730 |
High (YTD): |
19/06/2024 |
11.150 |
Low (YTD): |
05/01/2024 |
2.680 |
52W High: |
19/06/2024 |
11.150 |
52W Low: |
13/10/2023 |
1.420 |
Avg. price 1W: |
|
4.596 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.765 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.029 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.035 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
161.27% |
Volatility 6M: |
|
109.02% |
Volatility 1Y: |
|
98.30% |
Volatility 3Y: |
|
- |