Soc. Generale Call 32 CMG 20.09.2024
/ DE000SQ3HBR0
Soc. Generale Call 32 CMG 20.09.2.../ DE000SQ3HBR0 /
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: |
2.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.87 |
Intrinsic value: |
11.77 |
Implied volatility: |
0.73 |
Historic volatility: |
0.23 |
Parity: |
11.77 |
Time value: |
0.17 |
Break-even: |
53.22 |
Moneyness: |
1.80 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.17 |
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: |
|
- |