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Soc. Generale Call 48 CMG 21.03.2.../  DE000SW2X662  /

Frankfurt Zert./SG
02/08/2024  21:48:44 Chg.-0.290 Bid21:59:51 Ask21:59:51 Underlying Strike price Expiration date Option type
4.600EUR -5.93% 4.600
Bid Size: 1,000		 4.620
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: 5.31
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 2.09
Implied volatility: 0.43
Historic volatility: 0.22
Parity: 2.09
Time value: 2.45
Break-even: 53.07
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 0.44%
Delta: 0.69
Theta: -0.01
Omega: 3.68
Rho: 0.15
 

Quote data

Open: 4.630
High: 4.670
Low: 4.180
Previous Close: 4.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.32%
1 Month
  -42.43%
3 Months
  -48.83%
YTD  
+54.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.090 4.000
1M High / 1M Low: 8.590 3.730
6M High / 6M Low: 11.150 3.730
High (YTD): 19/06/2024 11.150
Low (YTD): 05/01/2024 2.680
52W High: - -
52W Low: - -
Avg. price 1W:   4.632
Avg. volume 1W:   0.000
Avg. price 1M:   5.624
Avg. volume 1M:   0.000
Avg. price 6M:   7.095
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.93%
Volatility 6M:   97.02%
Volatility 1Y:   -
Volatility 3Y:   -