Soc. Generale Call 40 CMG 20.09.2024
/ DE000SQ3HBV2
Soc. Generale Call 40 CMG 20.09.2.../ DE000SQ3HBV2 /
7/12/2024 9:46:08 PM |
Chg.-0.020 |
Bid9:59:09 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.350EUR |
-0.24% |
8.370 Bid Size: 1,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
40.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
SQ3HBV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/27/2022 |
Last trading day: |
9/19/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.20 |
Intrinsic value: |
8.07 |
Implied volatility: |
0.59 |
Historic volatility: |
0.23 |
Parity: |
8.07 |
Time value: |
0.32 |
Break-even: |
53.56 |
Moneyness: |
1.44 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
2.97 |
Rho: |
0.06 |
Quote data
Open: |
8.000 |
High: |
8.540 |
Low: |
8.000 |
Previous Close: |
8.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.69% |
1 Month |
|
|
-30.07% |
3 Months |
|
|
-13.92% |
YTD |
|
|
+99.76% |
1 Year |
|
|
+135.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.120 |
8.350 |
1M High / 1M Low: |
13.680 |
8.350 |
6M High / 6M Low: |
13.680 |
3.960 |
High (YTD): |
6/19/2024 |
13.680 |
Low (YTD): |
1/5/2024 |
3.730 |
52W High: |
6/19/2024 |
13.680 |
52W Low: |
10/13/2023 |
1.780 |
Avg. price 1W: |
|
8.616 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.852 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.849 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.939 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
110.50% |
Volatility 6M: |
|
78.86% |
Volatility 1Y: |
|
86.58% |
Volatility 3Y: |
|
- |