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Soc. Generale Call 56 CMG 20.12.2.../  DE000SU2TGZ3  /

Frankfurt Zert./SG
7/25/2024  7:21:23 PM Chg.-0.360 Bid8:01:46 PM Ask8:01:46 PM Underlying Strike price Expiration date Option type
1.700EUR -17.48% 1.610
Bid Size: 50,000		 1.630
Ask Size: 50,000		 Chipotle Mexican Gri... 56.00 USD 12/20/2024 Call
 

Master data

WKN: SU2TGZ
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 11.54
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.23
Parity: -1.95
Time value: 2.07
Break-even: 55.81
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 0.98%
Delta: 0.47
Theta: -0.02
Omega: 5.39
Rho: 0.07
 

Quote data

Open: 2.130
High: 2.130
Low: 1.410
Previous Close: 2.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.78%
1 Month
  -71.57%
3 Months
  -67.80%
YTD  
+31.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.330 2.060
1M High / 1M Low: 6.350 2.060
6M High / 6M Low: 7.680 1.290
High (YTD): 6/19/2024 7.680
Low (YTD): 1/5/2024 1.090
52W High: - -
52W Low: - -
Avg. price 1W:   2.210
Avg. volume 1W:   0.000
Avg. price 1M:   3.866
Avg. volume 1M:   0.000
Avg. price 6M:   4.013
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.90%
Volatility 6M:   132.31%
Volatility 1Y:   -
Volatility 3Y:   -