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

Frankfurt Zert./SG
9/12/2024  9:57:24 AM Chg.+0.020 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
4.430EUR +0.45% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 46.00 - 9/20/2024 Call
 

Master data

WKN: SV4JJW
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 9/20/2024
Issue date: 4/19/2023
Last trading day: 9/12/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 5.41
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 2.33
Implied volatility: 2.75
Historic volatility: 0.24
Parity: 2.33
Time value: 2.35
Break-even: 55.36
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.67
Theta: -0.54
Omega: 3.65
Rho: 0.00
 

Quote data

Open: 4.380
High: 4.430
Low: 4.380
Previous Close: 4.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.37%
1 Month  
+45.25%
3 Months
  -52.77%
YTD  
+75.79%
1 Year  
+189.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.430 3.850
1M High / 1M Low: 4.680 3.010
6M High / 6M Low: 10.970 2.530
High (YTD): 6/19/2024 10.970
Low (YTD): 1/5/2024 2.160
52W High: 6/19/2024 10.970
52W Low: 10/13/2023 0.990
Avg. price 1W:   4.138
Avg. volume 1W:   0.000
Avg. price 1M:   3.826
Avg. volume 1M:   0.000
Avg. price 6M:   6.421
Avg. volume 6M:   0.000
Avg. price 1Y:   4.518
Avg. volume 1Y:   0.000
Volatility 1M:   200.15%
Volatility 6M:   149.02%
Volatility 1Y:   127.33%
Volatility 3Y:   -