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

Frankfurt Zert./SG
10/18/2024  9:37:50 PM Chg.+0.210 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
6.410EUR +3.39% 6.440
Bid Size: 1,000		 6.460
Ask Size: 1,000		 Chipotle Mexican Gri... 48.00 USD 3/21/2025 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: 3/21/2025
Issue date: 8/31/2023
Last trading day: 3/20/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 5.47
Intrinsic value: 5.01
Implied volatility: 0.46
Historic volatility: 0.25
Parity: 5.01
Time value: 1.31
Break-even: 56.96
Moneyness: 1.23
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.32%
Delta: 0.81
Theta: -0.02
Omega: 3.48
Rho: 0.13
 

Quote data

Open: 6.120
High: 6.410
Low: 6.100
Previous Close: 6.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.22%
1 Month  
+9.95%
3 Months  
+28.71%
YTD  
+115.10%
1 Year  
+281.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.670 6.200
1M High / 1M Low: 6.670 5.450
6M High / 6M Low: 11.150 3.730
High (YTD): 6/19/2024 11.150
Low (YTD): 1/5/2024 2.680
52W High: 6/19/2024 11.150
52W Low: 10/26/2023 1.500
Avg. price 1W:   6.442
Avg. volume 1W:   0.000
Avg. price 1M:   5.974
Avg. volume 1M:   0.000
Avg. price 6M:   6.827
Avg. volume 6M:   0.000
Avg. price 1Y:   5.489
Avg. volume 1Y:   0.000
Volatility 1M:   68.65%
Volatility 6M:   110.37%
Volatility 1Y:   96.94%
Volatility 3Y:   -