Soc. Generale Call 30 CMG 20.09.2024
/ DE000SQ3HBQ2
Soc. Generale Call 30 CMG 20.09.2.../ DE000SQ3HBQ2 /
7/12/2024 9:42:51 PM |
Chg.-0.120 |
Bid9:59:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
12.770EUR |
-0.93% |
12.810 Bid Size: 1,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
30.00 USD |
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 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/27/2022 |
Last trading day: |
9/19/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.76 |
Intrinsic value: |
12.67 |
Implied volatility: |
0.80 |
Historic volatility: |
0.23 |
Parity: |
12.67 |
Time value: |
0.17 |
Break-even: |
53.27 |
Moneyness: |
1.92 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.02 |
Rho: |
0.05 |
Quote data
Open: |
12.440 |
High: |
12.960 |
Low: |
12.440 |
Previous Close: |
12.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.54% |
1 Month |
|
|
-22.32% |
3 Months |
|
|
-9.56% |
YTD |
|
|
+65.63% |
1 Year |
|
|
+95.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.590 |
12.770 |
1M High / 1M Low: |
18.130 |
12.770 |
6M High / 6M Low: |
18.130 |
7.530 |
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: |
|
13.074 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
15.378 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
13.159 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.655 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
78.10% |
Volatility 6M: |
|
54.48% |
Volatility 1Y: |
|
59.32% |
Volatility 3Y: |
|
- |