Soc. Generale Call 44 CMG 20.09.2024
/ DE000SV21ZA6
Soc. Generale Call 44 CMG 20.09.2.../ DE000SV21ZA6 /
12/07/2024 21:43:19 |
Chg.-0.050 |
Bid21:59:33 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.610EUR |
-0.75% |
6.640 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: |
3.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.41 |
Intrinsic value: |
6.27 |
Implied volatility: |
0.51 |
Historic volatility: |
0.23 |
Parity: |
6.27 |
Time value: |
0.39 |
Break-even: |
53.66 |
Moneyness: |
1.31 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
3.63 |
Rho: |
0.07 |
Quote data
Open: |
6.330 |
High: |
7.080 |
Low: |
6.330 |
Previous Close: |
6.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.88% |
1 Month |
|
|
-34.81% |
3 Months |
|
|
-16.86% |
YTD |
|
|
+119.60% |
1 Year |
|
|
+150.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.370 |
6.610 |
1M High / 1M Low: |
11.870 |
6.610 |
6M High / 6M Low: |
11.870 |
2.800 |
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: |
|
6.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.227 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.693 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
129.92% |
Volatility 6M: |
|
92.67% |
Volatility 1Y: |
|
100.51% |
Volatility 3Y: |
|
- |