Soc. Generale Call 38 CMG 21.03.2025
/ DE000SW2X613
Soc. Generale Call 38 CMG 21.03.2.../ DE000SW2X613 /
10/09/2024 19:18:59 |
Chg.-0.100 |
Bid19:32:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.380EUR |
-1.18% |
8.370 Bid Size: 30,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
38.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SW2X61 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
31/08/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.72 |
Intrinsic value: |
7.38 |
Implied volatility: |
0.56 |
Historic volatility: |
0.24 |
Parity: |
7.38 |
Time value: |
1.11 |
Break-even: |
51.41 |
Moneyness: |
1.43 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
2.52 |
Rho: |
0.14 |
Quote data
Open: |
8.270 |
High: |
8.500 |
Low: |
8.210 |
Previous Close: |
8.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.48% |
1 Month |
|
|
-7.61% |
3 Months |
|
|
-32.36% |
YTD |
|
|
+51.26% |
1 Year |
|
|
+102.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.480 |
7.730 |
1M High / 1M Low: |
9.230 |
7.210 |
6M High / 6M Low: |
15.250 |
6.840 |
High (YTD): |
19/06/2024 |
15.250 |
Low (YTD): |
05/01/2024 |
5.140 |
52W High: |
19/06/2024 |
15.250 |
52W Low: |
13/10/2023 |
2.920 |
Avg. price 1W: |
|
8.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.652 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.073 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
120.32% |
Volatility 6M: |
|
81.31% |
Volatility 1Y: |
|
74.06% |
Volatility 3Y: |
|
- |