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

EUWAX
09/08/2024  08:49:41 Chg.+0.49 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
3.94EUR +14.20% -
Bid Size: -		 -
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: 3.94
High: 3.94
Low: 3.94
Previous Close: 3.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.36%
1 Month
  -32.53%
3 Months
  -55.13%
YTD  
+55.73%
1 Year  
+207.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.13 2.66
1M High / 1M Low: 5.84 2.36
6M High / 6M Low: 10.70 2.36
High (YTD): 20/06/2024 10.70
Low (YTD): 08/01/2024 2.15
52W High: 20/06/2024 10.70
52W Low: 13/10/2023 1.00
Avg. price 1W:   3.55
Avg. volume 1W:   0.00
Avg. price 1M:   4.09
Avg. volume 1M:   0.00
Avg. price 6M:   6.36
Avg. volume 6M:   0.00
Avg. price 1Y:   4.16
Avg. volume 1Y:   0.00
Volatility 1M:   248.65%
Volatility 6M:   137.00%
Volatility 1Y:   116.29%
Volatility 3Y:   -