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Soc. Generale Call 44 CMG 20.09.2.../  DE000SV21ZA6  /

EUWAX
09/08/2024  08:17:54 Chg.+0.62 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
4.65EUR +15.38% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 44.00 USD 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 USD
Maturity: 20/09/2024
Issue date: 04/04/2023
Last trading day: 19/09/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 5.37
Intrinsic value: 5.29
Implied volatility: 0.51
Historic volatility: 0.22
Parity: 5.29
Time value: 0.23
Break-even: 51.35
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 4.28
Rho: 0.04
 

Quote data

Open: 4.65
High: 4.65
Low: 4.65
Previous Close: 4.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.15%
1 Month
  -29.33%
3 Months
  -52.70%
YTD  
+53.97%
1 Year  
+203.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.77 3.36
1M High / 1M Low: 6.58 3.04
6M High / 6M Low: 11.68 3.04
High (YTD): 19/06/2024 11.68
Low (YTD): 08/01/2024 2.57
52W High: 19/06/2024 11.68
52W Low: 13/10/2023 1.22
Avg. price 1W:   4.23
Avg. volume 1W:   0.00
Avg. price 1M:   4.71
Avg. volume 1M:   0.00
Avg. price 6M:   7.14
Avg. volume 6M:   0.00
Avg. price 1Y:   4.76
Avg. volume 1Y:   0.00
Volatility 1M:   213.57%
Volatility 6M:   120.76%
Volatility 1Y:   105.20%
Volatility 3Y:   -