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Soc. Generale Call 46 CMG 20.09.2.../  DE000SV4JJW0  /

Frankfurt Zert./SG
2024-07-12  9:38:56 PM Chg.-0.060 Bid9:59:51 PM Ask9:54:08 PM Underlying Strike price Expiration date Option type
5.770EUR -1.03% 5.820
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 46.00 USD 2024-09-20 Call
 

Master data

WKN: SV4JJW
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.52
Leverage: Yes

Calculated values

Fair value: 5.46
Intrinsic value: 5.31
Implied volatility: 0.51
Historic volatility: 0.23
Parity: 5.31
Time value: 0.55
Break-even: 54.02
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.51%
Delta: 0.87
Theta: -0.02
Omega: 3.95
Rho: 0.07
 

Quote data

Open: 5.590
High: 6.130
Low: 5.590
Previous Close: 5.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.29%
1 Month
  -37.62%
3 Months
  -19.75%
YTD  
+128.97%
1 Year  
+155.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.540 5.770
1M High / 1M Low: 10.970 5.770
6M High / 6M Low: 10.970 2.320
High (YTD): 2024-06-19 10.970
Low (YTD): 2024-01-05 2.160
52W High: 2024-06-19 10.970
52W Low: 2023-10-13 0.990
Avg. price 1W:   6.054
Avg. volume 1W:   0.000
Avg. price 1M:   8.216
Avg. volume 1M:   0.000
Avg. price 6M:   6.469
Avg. volume 6M:   0.000
Avg. price 1Y:   4.132
Avg. volume 1Y:   0.000
Volatility 1M:   138.53%
Volatility 6M:   101.13%
Volatility 1Y:   106.51%
Volatility 3Y:   -