Soc. Generale Call 44 CMG 20.09.2024
/ DE000SV21ZA6
Soc. Generale Call 44 CMG 20.09.2.../ DE000SV21ZA6 /
12/09/2024 11:01:42 |
Chg.+0.030 |
Bid21:59:53 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.300EUR |
+0.57% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
44.00 - |
20/09/2024 |
Call |
Master data
WKN: |
SV21ZA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 - |
Maturity: |
20/09/2024 |
Issue date: |
04/04/2023 |
Last trading day: |
12/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.35 |
Intrinsic value: |
3.33 |
Implied volatility: |
3.07 |
Historic volatility: |
0.24 |
Parity: |
3.33 |
Time value: |
2.27 |
Break-even: |
55.20 |
Moneyness: |
1.15 |
Premium: |
0.09 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.71 |
Theta: |
-0.57 |
Omega: |
3.22 |
Rho: |
0.00 |
Quote data
Open: |
5.280 |
High: |
5.360 |
Low: |
5.280 |
Previous Close: |
5.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.26% |
1 Month |
|
|
+35.55% |
3 Months |
|
|
-48.39% |
YTD |
|
|
+76.08% |
1 Year |
|
|
+188.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.300 |
4.700 |
1M High / 1M Low: |
5.570 |
3.840 |
6M High / 6M Low: |
11.870 |
3.230 |
High (YTD): |
19/06/2024 |
11.870 |
Low (YTD): |
05/01/2024 |
2.600 |
52W High: |
19/06/2024 |
11.870 |
52W Low: |
13/10/2023 |
1.210 |
Avg. price 1W: |
|
5.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.704 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.248 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.168 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
165.30% |
Volatility 6M: |
|
132.46% |
Volatility 1Y: |
|
115.84% |
Volatility 3Y: |
|
- |