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Soc. Generale Call 54 CMG 20.12.2.../  DE000SV6L719  /

EUWAX
8/15/2024  9:36:23 AM Chg.- Bid9:37:37 AM Ask9:37:37 AM Underlying Strike price Expiration date Option type
1.94EUR - 2.46
Bid Size: 2,000		 2.56
Ask Size: 2,000		 Chipotle Mexican Gri... 54.00 USD 12/20/2024 Call
 

Master data

WKN: SV6L71
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 12/20/2024
Issue date: 5/22/2023
Last trading day: 12/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 11.79
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -1.07
Time value: 1.99
Break-even: 53.02
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.50
Theta: -0.02
Omega: 5.87
Rho: 0.07
 

Quote data

Open: 1.94
High: 1.94
Low: 1.94
Previous Close: 1.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.24%
1 Month
  -41.57%
3 Months
  -66.72%
YTD  
+26.80%
1 Year  
+106.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.06 1.94
1M High / 1M Low: 3.75 1.57
6M High / 6M Low: 8.22 1.57
High (YTD): 6/20/2024 8.22
Low (YTD): 1/8/2024 1.32
52W High: 6/20/2024 8.22
52W Low: 10/13/2023 0.69
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   4.46
Avg. volume 6M:   0.00
Avg. price 1Y:   2.88
Avg. volume 1Y:   0.00
Volatility 1M:   276.24%
Volatility 6M:   155.35%
Volatility 1Y:   128.70%
Volatility 3Y:   -