Soc. Generale Call 46 CMG 20.12.2024
/ DE000SV4JJX8
Soc. Generale Call 46 CMG 20.12.2.../ DE000SV4JJX8 /
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: |
|
- |