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Soc. Generale Call 32 CMG 20.09.2.../  DE000SQ3HBR0  /

Frankfurt Zert./SG
7/12/2024  9:48:42 PM Chg.-0.020 Bid9:59:24 PM Ask- Underlying Strike price Expiration date Option type
11.900EUR -0.17% 11.910
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 32.00 USD 9/20/2024 Call
 

Master data

WKN: SQ3HBR
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 32.00 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: 2.22
Leverage: Yes

Calculated values

Fair value: 11.85
Intrinsic value: 11.75
Implied volatility: 0.75
Historic volatility: 0.23
Parity: 11.75
Time value: 0.19
Break-even: 53.31
Moneyness: 1.80
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.16
Rho: 0.05
 

Quote data

Open: 11.550
High: 12.070
Low: 11.550
Previous Close: 11.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.42%
1 Month
  -23.32%
3 Months
  -9.64%
YTD  
+70.49%
1 Year  
+103.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.700 11.900
1M High / 1M Low: 17.320 11.900
6M High / 6M Low: 17.320 6.760
High (YTD): 6/19/2024 17.320
Low (YTD): 1/5/2024 6.510
52W High: 6/19/2024 17.320
52W Low: 10/13/2023 3.730
Avg. price 1W:   12.172
Avg. volume 1W:   0.000
Avg. price 1M:   14.467
Avg. volume 1M:   0.000
Avg. price 6M:   12.277
Avg. volume 6M:   0.000
Avg. price 1Y:   8.862
Avg. volume 1Y:   0.000
Volatility 1M:   84.11%
Volatility 6M:   58.81%
Volatility 1Y:   64.39%
Volatility 3Y:   -