OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
09/08/2024  21:44:39 Chg.+0.260 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
1.750EUR +17.45% 1.760
Bid Size: 2,000		 1.770
Ask Size: 2,000		 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: 1.350
High: 1.850
Low: 1.350
Previous Close: 1.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+41.13%
1 Month
  -46.32%
3 Months
  -70.59%
YTD  
+54.87%
1 Year  
+201.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.240
1M High / 1M Low: 3.260 0.710
6M High / 6M Low: 7.500 0.710
High (YTD): 19/06/2024 7.500
Low (YTD): 26/07/2024 0.710
52W High: 19/06/2024 7.500
52W Low: 13/10/2023 0.450
Avg. price 1W:   1.530
Avg. volume 1W:   0.000
Avg. price 1M:   1.774
Avg. volume 1M:   0.000
Avg. price 6M:   3.765
Avg. volume 6M:   0.000
Avg. price 1Y:   2.319
Avg. volume 1Y:   0.000
Volatility 1M:   323.15%
Volatility 6M:   174.90%
Volatility 1Y:   148.56%
Volatility 3Y:   -