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Soc. Generale Call 42 CMG 20.06.2.../  DE000SW3V9S5  /

Frankfurt Zert./SG
15/11/2024  21:46:32 Chg.-0.650 Bid21:59:36 Ask- Underlying Strike price Expiration date Option type
8.950EUR -6.77% 8.950
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 42.00 USD 20/06/2025 Call
 

Master data

WKN: SW3V9S
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 42.00 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: 3.11
Leverage: Yes

Calculated values

Fair value: 8.34
Intrinsic value: 7.90
Implied volatility: 0.46
Historic volatility: 0.27
Parity: 7.90
Time value: 1.06
Break-even: 57.81
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -0.01
Omega: 2.73
Rho: 0.18
 

Quote data

Open: 8.950
High: 9.130
Low: 8.950
Previous Close: 9.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.45%
1 Month
  -1.11%
3 Months  
+22.60%
YTD  
+85.68%
1 Year  
+101.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.750 8.950
1M High / 1M Low: 9.770 7.390
6M High / 6M Low: 13.940 6.060
High (YTD): 19/06/2024 13.940
Low (YTD): 05/01/2024 4.450
52W High: 19/06/2024 13.940
52W Low: 29/11/2023 4.410
Avg. price 1W:   9.366
Avg. volume 1W:   0.000
Avg. price 1M:   8.928
Avg. volume 1M:   0.000
Avg. price 6M:   9.096
Avg. volume 6M:   0.000
Avg. price 1Y:   8.258
Avg. volume 1Y:   0.000
Volatility 1M:   119.17%
Volatility 6M:   91.97%
Volatility 1Y:   76.79%
Volatility 3Y:   -