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Soc. Generale Call 40 CMG 21.03.2.../  DE000SW2X621  /

Frankfurt Zert./SG
26/09/2024  21:49:32 Chg.-0.310 Bid21:59:22 Ask- Underlying Strike price Expiration date Option type
8.740EUR -3.43% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 40.00 USD 21/03/2025 Call
 

Master data

WKN: SW2X62
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 2.89
Leverage: Yes

Calculated values

Fair value: 8.56
Intrinsic value: 8.26
Implied volatility: 0.51
Historic volatility: 0.24
Parity: 8.26
Time value: 0.80
Break-even: 54.06
Moneyness: 1.46
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.01
Omega: 2.61
Rho: 0.14
 

Quote data

Open: 9.170
High: 9.200
Low: 8.740
Previous Close: 9.050
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+1.16%
1 Month  
+5.43%
3 Months
  -24.53%
YTD  
+75.86%
1 Year  
+215.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.080 8.640
1M High / 1M Low: 9.240 6.910
6M High / 6M Low: 14.340 6.120
High (YTD): 19/06/2024 14.340
Low (YTD): 05/01/2024 4.590
52W High: 19/06/2024 14.340
52W Low: 13/10/2023 2.560
Avg. price 1W:   8.872
Avg. volume 1W:   0.000
Avg. price 1M:   8.221
Avg. volume 1M:   0.000
Avg. price 6M:   9.858
Avg. volume 6M:   0.000
Avg. price 1Y:   7.670
Avg. volume 1Y:   0.000
Volatility 1M:   71.19%
Volatility 6M:   88.21%
Volatility 1Y:   78.14%
Volatility 3Y:   -