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Soc. Generale Call 48 CMG 21.03.2.../  DE000SW2X662  /

Frankfurt Zert./SG
17/07/2024  13:28:22 Chg.-0.420 Bid13:37:34 Ask13:37:34 Underlying Strike price Expiration date Option type
6.140EUR -6.40% 6.150
Bid Size: 1,000		 6.450
Ask Size: 1,000		 Chipotle Mexican Gri... 48.00 USD 21/03/2025 Call
 

Master data

WKN: SW2X66
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 21/03/2025
Issue date: 31/08/2023
Last trading day: 20/03/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 5.28
Intrinsic value: 4.47
Implied volatility: 0.44
Historic volatility: 0.23
Parity: 4.47
Time value: 2.05
Break-even: 57.07
Moneyness: 1.20
Premium: 0.08
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.31%
Delta: 0.77
Theta: -0.01
Omega: 3.15
Rho: 0.19
 

Quote data

Open: 6.240
High: 6.240
Low: 6.140
Previous Close: 6.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.37%
1 Month
  -42.46%
3 Months
  -13.76%
YTD  
+106.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.850 6.270
1M High / 1M Low: 11.150 6.270
6M High / 6M Low: 11.150 3.120
High (YTD): 19/06/2024 11.150
Low (YTD): 05/01/2024 2.680
52W High: - -
52W Low: - -
Avg. price 1W:   6.514
Avg. volume 1W:   0.000
Avg. price 1M:   8.365
Avg. volume 1M:   0.000
Avg. price 6M:   6.968
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.37%
Volatility 6M:   87.71%
Volatility 1Y:   -
Volatility 3Y:   -