Soc. Generale Call 50 CMG 20.09.2024
/ DE000SV4UZB7
Soc. Generale Call 50 CMG 20.09.2.../ DE000SV4UZB7 /
12/07/2024 21:51:27 |
Chg.-0.030 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
4.250EUR |
-0.70% |
4.270 Bid Size: 1,000 |
4.290 Ask Size: 1,000 |
Chipotle Mexican Gri... |
50.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SV4UZB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
28/04/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.74 |
Intrinsic value: |
3.52 |
Implied volatility: |
0.45 |
Historic volatility: |
0.23 |
Parity: |
3.52 |
Time value: |
0.78 |
Break-even: |
54.44 |
Moneyness: |
1.15 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
0.47% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
4.94 |
Rho: |
0.06 |
Quote data
Open: |
4.160 |
High: |
4.410 |
Low: |
4.160 |
Previous Close: |
4.280 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-34.41% |
1 Month |
|
|
-43.48% |
3 Months |
|
|
-23.97% |
YTD |
|
|
+150.00% |
1 Year |
|
|
+160.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.000 |
4.250 |
1M High / 1M Low: |
9.180 |
4.250 |
6M High / 6M Low: |
9.180 |
1.520 |
High (YTD): |
19/06/2024 |
9.180 |
Low (YTD): |
05/01/2024 |
1.420 |
52W High: |
19/06/2024 |
9.180 |
52W Low: |
13/10/2023 |
0.660 |
Avg. price 1W: |
|
4.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.552 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.996 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.107 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
160.88% |
Volatility 6M: |
|
119.89% |
Volatility 1Y: |
|
119.71% |
Volatility 3Y: |
|
- |