Soc. Generale Call 32 CMG 20.12.2024
/ DE000SQ49648
Soc. Generale Call 32 CMG 20.12.2.../ DE000SQ49648 /
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: |
|
- |