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

Frankfurt Zert./SG
09/08/2024  21:38:57 Chg.+0.400 Bid21:59:48 Ask- Underlying Strike price Expiration date Option type
5.500EUR +7.84% 5.550
Bid Size: 1,000		 -
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: 4.640
High: 5.670
Low: 4.640
Previous Close: 5.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.57%
1 Month
  -21.09%
3 Months
  -45.60%
YTD  
+82.72%
1 Year  
+254.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.500 4.150
1M High / 1M Low: 6.970 3.230
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:   4.956
Avg. volume 1W:   0.000
Avg. price 1M:   5.051
Avg. volume 1M:   0.000
Avg. price 6M:   7.387
Avg. volume 6M:   0.000
Avg. price 1Y:   4.880
Avg. volume 1Y:   0.000
Volatility 1M:   189.29%
Volatility 6M:   108.27%
Volatility 1Y:   102.29%
Volatility 3Y:   -