Soc. Generale Call 48 CMG 21.03.2025
/ DE000SW2X662
Soc. Generale Call 48 CMG 21.03.2.../ DE000SW2X662 /
| 11/15/2024 9:42:10 PM |
Chg.-0.650 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.940EUR |
-9.86% |
5.940
Bid Size: 1,000 |
5.960
Ask Size: 1,000 |
Chipotle Mexican Gri... |
48.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
8/31/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.45 |
| Intrinsic value: |
5.05 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
5.05 |
| Time value: |
0.92 |
| Break-even: |
57.53 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.34% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.89 |
| Rho: |
0.12 |
Quote data
| Open: |
5.950 |
| High: |
6.180 |
| Low: |
5.940 |
| Previous Close: |
6.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.50% |
| 1 Month |
|
|
-8.90% |
| 3 Months |
|
|
+22.47% |
| YTD |
|
|
+99.33% |
| 1 Year |
|
|
+114.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.740 |
5.940 |
| 1M High / 1M Low: |
6.840 |
4.580 |
| 6M High / 6M Low: |
11.150 |
3.730 |
| High (YTD): |
6/19/2024 |
11.150 |
| Low (YTD): |
1/5/2024 |
2.680 |
| 52W High: |
6/19/2024 |
11.150 |
| 52W Low: |
11/29/2023 |
2.670 |
| Avg. price 1W: |
|
6.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.788 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
164.82% |
| Volatility 6M: |
|
124.05% |
| Volatility 1Y: |
|
102.75% |
| Volatility 3Y: |
|
- |
