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Soc. Generale Call 32 CMG 20.12.2.../  DE000SQ49648  /

EUWAX
2024-07-15  9:05:50 AM Chg.+0.01 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
11.89EUR +0.08% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 32.00 USD 2024-12-20 Call
 

Master data

WKN: SQ4964
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-12-19
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.16
Leverage: Yes

Calculated values

Fair value: 12.02
Intrinsic value: 11.79
Implied volatility: 0.63
Historic volatility: 0.23
Parity: 11.79
Time value: 0.48
Break-even: 53.94
Moneyness: 1.80
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.01
Omega: 2.06
Rho: 0.11
 

Quote data

Open: 11.89
High: 11.89
Low: 11.89
Previous Close: 11.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.61%
1 Month
  -23.09%
3 Months
  -7.54%
YTD  
+63.55%
1 Year  
+95.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.87 11.82
1M High / 1M Low: 17.38 11.82
6M High / 6M Low: 17.38 7.44
High (YTD): 2024-06-20 17.38
Low (YTD): 2024-01-05 6.85
52W High: 2024-06-20 17.38
52W Low: 2023-10-13 4.11
Avg. price 1W:   12.13
Avg. volume 1W:   0.00
Avg. price 1M:   14.42
Avg. volume 1M:   0.00
Avg. price 6M:   12.31
Avg. volume 6M:   0.00
Avg. price 1Y:   9.08
Avg. volume 1Y:   0.00
Volatility 1M:   84.57%
Volatility 6M:   60.16%
Volatility 1Y:   60.87%
Volatility 3Y:   -