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

EUWAX
8/16/2024  10:16:07 AM Chg.+1.00 Bid8:51:52 PM Ask8:51:52 PM Underlying Strike price Expiration date Option type
10.26EUR +10.80% 9.73
Bid Size: 25,000		 -
Ask Size: -		 Chipotle Mexican Gri... 32.00 USD 12/20/2024 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: 12/20/2024
Issue date: 12/9/2022
Last trading day: 12/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.36
Leverage: Yes

Calculated values

Fair value: 10.19
Intrinsic value: 10.01
Implied volatility: 0.64
Historic volatility: 0.23
Parity: 10.01
Time value: 0.42
Break-even: 50.02
Moneyness: 1.69
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.01
Omega: 2.23
Rho: 0.09
 

Quote data

Open: 10.26
High: 10.26
Low: 10.26
Previous Close: 9.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.08%
3 Months
  -29.24%
YTD  
+41.13%
1 Year  
+110.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.05 9.04
1M High / 1M Low: 11.79 8.23
6M High / 6M Low: 17.38 8.23
High (YTD): 6/20/2024 17.38
Low (YTD): 1/5/2024 6.85
52W High: 6/20/2024 17.38
52W Low: 10/13/2023 4.11
Avg. price 1W:   10.09
Avg. volume 1W:   0.00
Avg. price 1M:   9.88
Avg. volume 1M:   0.00
Avg. price 6M:   12.53
Avg. volume 6M:   0.00
Avg. price 1Y:   9.45
Avg. volume 1Y:   0.00
Volatility 1M:   119.09%
Volatility 6M:   71.81%
Volatility 1Y:   63.99%
Volatility 3Y:   -