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Soc. Generale Call 40 CMG 20.06.2.../  DE000SW3V9R7  /

EUWAX
15/11/2024  09:54:05 Chg.-0.18 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
9.78EUR -1.81% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 40.00 USD 20/06/2025 Call
 

Master data

WKN: SW3V9R
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 20/06/2025
Issue date: 22/09/2023
Last trading day: 19/06/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 9.24
Intrinsic value: 8.85
Implied volatility: 0.49
Historic volatility: 0.27
Parity: 8.85
Time value: 0.95
Break-even: 57.59
Moneyness: 1.47
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.01
Omega: 2.55
Rho: 0.18
 

Quote data

Open: 9.78
High: 9.78
Low: 9.78
Previous Close: 9.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.60%
1 Month  
+0.72%
3 Months  
+22.56%
YTD  
+82.80%
1 Year  
+96.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.30 9.62
1M High / 1M Low: 10.56 8.20
6M High / 6M Low: 14.70 6.54
High (YTD): 20/06/2024 14.70
Low (YTD): 05/01/2024 4.98
52W High: 20/06/2024 14.70
52W Low: 29/11/2023 4.95
Avg. price 1W:   9.89
Avg. volume 1W:   0.00
Avg. price 1M:   9.51
Avg. volume 1M:   0.00
Avg. price 6M:   9.66
Avg. volume 6M:   0.00
Avg. price 1Y:   8.78
Avg. volume 1Y:   0.00
Volatility 1M:   86.62%
Volatility 6M:   88.92%
Volatility 1Y:   74.57%
Volatility 3Y:   -