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Soc. Generale Call 50 CMG 20.09.2.../  DE000SV4UZB7  /

Frankfurt Zert./SG
7/12/2024  9:51:27 PM Chg.-0.030 Bid9:59:29 PM Ask9:59:29 PM 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 9/20/2024 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: 9/20/2024
Issue date: 4/28/2023
Last trading day: 9/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 3.71
Intrinsic value: 3.47
Implied volatility: 0.47
Historic volatility: 0.23
Parity: 3.47
Time value: 0.85
Break-even: 54.62
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 0.47%
Delta: 0.79
Theta: -0.03
Omega: 4.87
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): 6/19/2024 9.180
Low (YTD): 1/5/2024 1.420
52W High: 6/19/2024 9.180
52W Low: 10/13/2023 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:   -