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

Frankfurt Zert./SG
09/08/2024  21:35:26 Chg.+0.470 Bid21:59:48 Ask09/08/2024 Underlying Strike price Expiration date Option type
4.650EUR +11.24% 4.700
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 46.00 USD 20/09/2024 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: 20/09/2024
Issue date: 19/04/2023
Last trading day: 19/09/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 5.28
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 4.37
Implied volatility: 0.57
Historic volatility: 0.22
Parity: 4.37
Time value: 0.45
Break-even: 51.78
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 3.21%
Delta: 0.87
Theta: -0.03
Omega: 4.57
Rho: 0.04
 

Quote data

Open: 3.920
High: 4.800
Low: 3.920
Previous Close: 4.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+30.25%
1 Month
  -25.12%
3 Months
  -49.78%
YTD  
+84.52%
1 Year  
+266.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.650 3.440
1M High / 1M Low: 6.210 2.530
6M High / 6M Low: 10.970 2.530
High (YTD): 19/06/2024 10.970
Low (YTD): 05/01/2024 2.160
52W High: 19/06/2024 10.970
52W Low: 13/10/2023 0.990
Avg. price 1W:   4.134
Avg. volume 1W:   0.000
Avg. price 1M:   4.258
Avg. volume 1M:   0.000
Avg. price 6M:   6.593
Avg. volume 6M:   0.000
Avg. price 1Y:   4.284
Avg. volume 1Y:   0.000
Volatility 1M:   211.02%
Volatility 6M:   118.94%
Volatility 1Y:   110.11%
Volatility 3Y:   -