Soc. Generale Call 34 CMG 20.09.2024
/ DE000SQ3HBS8
Soc. Generale Call 34 CMG 20.09.2.../ DE000SQ3HBS8 /
12/07/2024 21:39:00 |
Chg.-0.100 |
Bid21:59:52 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.970EUR |
-0.90% |
11.030 Bid Size: 1,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
34.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SQ3HBS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
27/10/2022 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.94 |
Intrinsic value: |
10.83 |
Implied volatility: |
0.70 |
Historic volatility: |
0.23 |
Parity: |
10.83 |
Time value: |
0.21 |
Break-even: |
53.35 |
Moneyness: |
1.69 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.33 |
Rho: |
0.06 |
Quote data
Open: |
10.640 |
High: |
11.400 |
Low: |
10.640 |
Previous Close: |
11.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.80% |
1 Month |
|
|
-25.48% |
3 Months |
|
|
-10.52% |
YTD |
|
|
+76.65% |
1 Year |
|
|
+110.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.800 |
10.970 |
1M High / 1M Low: |
16.410 |
10.970 |
6M High / 6M Low: |
16.410 |
6.020 |
High (YTD): |
19/06/2024 |
16.410 |
Low (YTD): |
05/01/2024 |
5.770 |
52W High: |
19/06/2024 |
16.410 |
52W Low: |
13/10/2023 |
3.160 |
Avg. price 1W: |
|
11.280 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.574 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.405 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.093 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
89.96% |
Volatility 6M: |
|
63.00% |
Volatility 1Y: |
|
69.23% |
Volatility 3Y: |
|
- |