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

EUWAX
2024-06-28  3:35:54 PM Chg.-1.13 Bid10:00:46 PM Ask10:00:46 PM Underlying Strike price Expiration date Option type
5.77EUR -16.38% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 54.00 USD 2024-12-20 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: 2024-12-20
Issue date: 2023-05-22
Last trading day: 2024-12-19
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 4.77
Intrinsic value: 4.04
Implied volatility: 0.44
Historic volatility: 0.22
Parity: 4.04
Time value: 1.95
Break-even: 62.38
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 1.18%
Delta: 0.76
Theta: -0.02
Omega: 3.69
Rho: 0.15
 

Quote data

Open: 5.70
High: 5.77
Low: 5.70
Previous Close: 6.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+1.94%
3 Months  
+26.26%
YTD  
+277.12%
1 Year  
+191.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.90 5.77
1M High / 1M Low: 8.22 5.02
6M High / 6M Low: 8.22 1.32
High (YTD): 2024-06-20 8.22
Low (YTD): 2024-01-08 1.32
52W High: 2024-06-20 8.22
52W Low: 2023-10-13 0.69
Avg. price 1W:   6.31
Avg. volume 1W:   0.00
Avg. price 1M:   6.12
Avg. volume 1M:   0.00
Avg. price 6M:   4.10
Avg. volume 6M:   0.00
Avg. price 1Y:   2.65
Avg. volume 1Y:   0.00
Volatility 1M:   145.31%
Volatility 6M:   114.71%
Volatility 1Y:   111.88%
Volatility 3Y:   -