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Soc. Generale Call 48 CMG 20.09.2.../  DE000SV4SX75  /

Frankfurt Zert./SG
7/12/2024  9:35:36 PM Chg.-0.040 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
5.020EUR -0.79% 5.020
Bid Size: 1,000		 5.040
Ask Size: 1,000		 Chipotle Mexican Gri... 48.00 USD 9/20/2024 Call
 

Master data

WKN: SV4SX7
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 9/20/2024
Issue date: 4/27/2023
Last trading day: 9/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 5.22
Leverage: Yes

Calculated values

Fair value: 4.57
Intrinsic value: 4.39
Implied volatility: 0.49
Historic volatility: 0.23
Parity: 4.39
Time value: 0.68
Break-even: 54.28
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.84
Theta: -0.02
Omega: 4.38
Rho: 0.07
 

Quote data

Open: 4.880
High: 5.170
Low: 4.880
Previous Close: 5.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.42%
1 Month
  -39.74%
3 Months
  -22.05%
YTD  
+141.35%
1 Year  
+162.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.760 5.020
1M High / 1M Low: 10.000 5.020
6M High / 6M Low: 10.000 1.890
High (YTD): 6/19/2024 10.000
Low (YTD): 1/5/2024 1.760
52W High: 6/19/2024 10.000
52W Low: 10/13/2023 0.810
Avg. price 1W:   5.264
Avg. volume 1W:   0.000
Avg. price 1M:   7.367
Avg. volume 1M:   0.000
Avg. price 6M:   5.735
Avg. volume 6M:   0.000
Avg. price 1Y:   3.608
Avg. volume 1Y:   0.000
Volatility 1M:   146.74%
Volatility 6M:   110.51%
Volatility 1Y:   113.53%
Volatility 3Y:   -