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

EUWAX
7/16/2024  9:44:28 AM Chg.- Bid9:31:35 AM Ask9:31:35 AM Underlying Strike price Expiration date Option type
3.32EUR - 3.74
Bid Size: 1,000		 4.07
Ask Size: 1,000		 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: 7.04
Leverage: Yes

Calculated values

Fair value: 2.41
Intrinsic value: 1.20
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 1.20
Time value: 2.49
Break-even: 56.93
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 0.55%
Delta: 0.64
Theta: -0.02
Omega: 4.52
Rho: 0.11
 

Quote data

Open: 3.32
High: 3.32
Low: 3.32
Previous Close: 3.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.21%
1 Month
  -50.89%
3 Months
  -30.25%
YTD  
+116.99%
1 Year  
+83.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.06 3.32
1M High / 1M Low: 8.22 3.32
6M High / 6M Low: 8.22 1.55
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:   3.78
Avg. volume 1W:   0.00
Avg. price 1M:   5.64
Avg. volume 1M:   0.00
Avg. price 6M:   4.41
Avg. volume 6M:   0.00
Avg. price 1Y:   2.78
Avg. volume 1Y:   0.00
Volatility 1M:   150.00%
Volatility 6M:   121.74%
Volatility 1Y:   113.23%
Volatility 3Y:   -