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Soc. Generale Call 46 CMG 20.12.2.../  DE000SV4JJX8  /

EUWAX
9/10/2024  8:56:27 AM Chg.+0.03 Bid2:28:52 PM Ask2:28:52 PM Underlying Strike price Expiration date Option type
4.61EUR +0.66% 4.68
Bid Size: 1,000		 4.80
Ask Size: 1,000		 Chipotle Mexican Gri... 46.00 USD 12/20/2024 Call
 

Master data

WKN: SV4JJX
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 12/20/2024
Issue date: 4/19/2023
Last trading day: 12/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 5.15
Leverage: Yes

Calculated values

Fair value: 4.07
Intrinsic value: 3.76
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 3.76
Time value: 1.02
Break-even: 51.24
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.79
Theta: -0.02
Omega: 4.08
Rho: 0.08
 

Quote data

Open: 4.61
High: 4.61
Low: 4.61
Previous Close: 4.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.10%
1 Month
  -6.30%
3 Months
  -46.08%
YTD  
+56.80%
1 Year  
+115.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.43 4.14
1M High / 1M Low: 5.52 3.88
6M High / 6M Low: 11.15 3.31
High (YTD): 6/20/2024 11.15
Low (YTD): 1/8/2024 2.58
52W High: 6/20/2024 11.15
52W Low: 10/13/2023 1.33
Avg. price 1W:   4.55
Avg. volume 1W:   0.00
Avg. price 1M:   4.66
Avg. volume 1M:   0.00
Avg. price 6M:   6.90
Avg. volume 6M:   0.00
Avg. price 1Y:   4.93
Avg. volume 1Y:   0.00
Volatility 1M:   183.60%
Volatility 6M:   131.70%
Volatility 1Y:   109.95%
Volatility 3Y:   -