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

Frankfurt Zert./SG
10/07/2024  21:48:16 Chg.+0.220 Bid21:59:50 Ask21:59:50 Underlying Strike price Expiration date Option type
4.280EUR +5.42% 4.270
Bid Size: 1,000		 4.290
Ask Size: 1,000		 Chipotle Mexican Gri... 54.00 USD 20/12/2024 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: 20/12/2024
Issue date: 22/05/2023
Last trading day: 19/12/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 6.64
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 1.61
Implied volatility: 0.42
Historic volatility: 0.23
Parity: 1.61
Time value: 2.39
Break-even: 57.93
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 0.50%
Delta: 0.66
Theta: -0.02
Omega: 4.40
Rho: 0.12
 

Quote data

Open: 3.800
High: 4.280
Low: 3.600
Previous Close: 4.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.01%
1 Month
  -23.84%
3 Months
  -13.71%
YTD  
+177.92%
1 Year  
+147.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.830 4.060
1M High / 1M Low: 8.380 4.060
6M High / 6M Low: 8.380 1.390
High (YTD): 19/06/2024 8.380
Low (YTD): 08/01/2024 1.320
52W High: 19/06/2024 8.380
52W Low: 13/10/2023 0.690
Avg. price 1W:   5.004
Avg. volume 1W:   0.000
Avg. price 1M:   6.130
Avg. volume 1M:   0.000
Avg. price 6M:   4.418
Avg. volume 6M:   0.000
Avg. price 1Y:   2.791
Avg. volume 1Y:   0.000
Volatility 1M:   167.83%
Volatility 6M:   117.94%
Volatility 1Y:   115.20%
Volatility 3Y:   -