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Soc. Generale Call 54 CMG 20.09.2.../  DE000SV6L701  /

EUWAX
09/08/2024  09:28:09 Chg.+0.13 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.35EUR +10.66% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 54.00 USD 20/09/2024 Call
 

Master data

WKN: SV6L70
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 20/09/2024
Issue date: 22/05/2023
Last trading day: 19/09/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 14.54
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.71
Implied volatility: 0.39
Historic volatility: 0.22
Parity: 0.71
Time value: 1.04
Break-even: 52.97
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.62
Theta: -0.03
Omega: 9.05
Rho: 0.03
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month
  -54.55%
3 Months
  -76.92%
YTD  
+20.54%
1 Year  
+132.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 0.76
1M High / 1M Low: 3.02 0.63
6M High / 6M Low: 7.41 0.63
High (YTD): 20/06/2024 7.41
Low (YTD): 29/07/2024 0.63
52W High: 20/06/2024 7.41
52W Low: 13/10/2023 0.45
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.67
Avg. volume 1M:   0.00
Avg. price 6M:   3.66
Avg. volume 6M:   0.00
Avg. price 1Y:   2.26
Avg. volume 1Y:   2.58
Volatility 1M:   416.76%
Volatility 6M:   211.34%
Volatility 1Y:   167.09%
Volatility 3Y:   -