Soc. Generale Call 30 CMG 20.09.2024
/ DE000SQ3HBQ2
Soc. Generale Call 30 CMG 20.09.2.../ DE000SQ3HBQ2 /
9/11/2024 6:55:50 PM |
Chg.+0.300 |
Bid9:59:44 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
11.360EUR |
+2.71% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
30.00 - |
9/20/2024 |
Call |
Master data
WKN: |
SQ3HBQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/27/2022 |
Last trading day: |
9/12/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.34 |
Intrinsic value: |
10.33 |
Implied volatility: |
4.94 |
Historic volatility: |
0.24 |
Parity: |
10.33 |
Time value: |
1.38 |
Break-even: |
53.42 |
Moneyness: |
1.69 |
Premium: |
0.05 |
Premium p.a.: |
23.99 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
-0.56 |
Omega: |
1.89 |
Rho: |
0.00 |
Quote data
Open: |
10.720 |
High: |
11.360 |
Low: |
10.720 |
Previous Close: |
11.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.58% |
1 Month |
|
|
+13.83% |
3 Months |
|
|
-31.73% |
YTD |
|
|
+47.34% |
1 Year |
|
|
+101.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.360 |
11.000 |
1M High / 1M Low: |
11.790 |
9.980 |
6M High / 6M Low: |
18.130 |
9.230 |
High (YTD): |
6/19/2024 |
18.130 |
Low (YTD): |
1/5/2024 |
7.280 |
52W High: |
6/19/2024 |
18.130 |
52W Low: |
10/13/2023 |
4.360 |
Avg. price 1W: |
|
11.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.888 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
13.435 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
10.561 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
73.46% |
Volatility 6M: |
|
67.70% |
Volatility 1Y: |
|
62.07% |
Volatility 3Y: |
|
- |