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

EUWAX
7/12/2024  8:18:15 AM Chg.-0.23 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
6.35EUR -3.50% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 44.00 USD 9/20/2024 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: 9/20/2024
Issue date: 4/4/2023
Last trading day: 9/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 3.97
Leverage: Yes

Calculated values

Fair value: 6.37
Intrinsic value: 6.23
Implied volatility: 0.52
Historic volatility: 0.23
Parity: 6.23
Time value: 0.43
Break-even: 53.78
Moneyness: 1.31
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.02
Omega: 3.60
Rho: 0.07
 

Quote data

Open: 6.35
High: 6.35
Low: 6.35
Previous Close: 6.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.66%
1 Month
  -29.21%
3 Months
  -18.80%
YTD  
+110.26%
1 Year  
+132.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.49 6.35
1M High / 1M Low: 11.68 6.35
6M High / 6M Low: 11.68 2.80
High (YTD): 6/19/2024 11.68
Low (YTD): 1/8/2024 2.57
52W High: 6/19/2024 11.68
52W Low: 10/13/2023 1.22
Avg. price 1W:   7.05
Avg. volume 1W:   0.00
Avg. price 1M:   8.93
Avg. volume 1M:   0.00
Avg. price 6M:   7.00
Avg. volume 6M:   0.00
Avg. price 1Y:   4.58
Avg. volume 1Y:   0.00
Volatility 1M:   129.10%
Volatility 6M:   96.60%
Volatility 1Y:   98.37%
Volatility 3Y:   -