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Soc. Generale Call 34 CMG 20.12.2.../  DE000SQ49655  /

EUWAX
7/10/2024  9:01:13 AM Chg.-1.05 Bid9:04:02 PM Ask9:04:02 PM Underlying Strike price Expiration date Option type
10.96EUR -8.74% 11.91
Bid Size: 20,000		 -
Ask Size: -		 Chipotle Mexican Gri... 34.00 USD 12/20/2024 Call
 

Master data

WKN: SQ4965
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 34.00 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: 2.32
Leverage: Yes

Calculated values

Fair value: 11.11
Intrinsic value: 10.86
Implied volatility: 0.60
Historic volatility: 0.23
Parity: 10.86
Time value: 0.58
Break-even: 54.32
Moneyness: 1.69
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 2.18
Rho: 0.12
 

Quote data

Open: 10.96
High: 10.96
Low: 10.96
Previous Close: 12.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.91%
1 Month
  -20.06%
3 Months
  -6.48%
YTD  
+67.07%
1 Year  
+81.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.34 12.01
1M High / 1M Low: 16.49 12.01
6M High / 6M Low: 16.49 6.36
High (YTD): 6/20/2024 16.49
Low (YTD): 1/5/2024 6.13
52W High: 6/20/2024 16.49
52W Low: 10/13/2023 3.55
Avg. price 1W:   12.80
Avg. volume 1W:   0.00
Avg. price 1M:   14.04
Avg. volume 1M:   0.00
Avg. price 6M:   11.32
Avg. volume 6M:   0.00
Avg. price 1Y:   8.24
Avg. volume 1Y:   0.00
Volatility 1M:   86.31%
Volatility 6M:   62.29%
Volatility 1Y:   65.27%
Volatility 3Y:   -