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

EUWAX
7/12/2024  9:34:08 AM Chg.-0.15 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
2.87EUR -4.97% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 54.00 USD 9/20/2024 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: 9/20/2024
Issue date: 5/22/2023
Last trading day: 9/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 8.90
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 1.68
Implied volatility: 0.43
Historic volatility: 0.23
Parity: 1.68
Time value: 1.29
Break-even: 55.45
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 0.34%
Delta: 0.68
Theta: -0.03
Omega: 6.10
Rho: 0.06
 

Quote data

Open: 2.87
High: 2.87
Low: 2.87
Previous Close: 3.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.83%
1 Month
  -42.94%
3 Months
  -32.79%
YTD  
+156.25%
1 Year  
+147.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.59 2.87
1M High / 1M Low: 7.41 2.87
6M High / 6M Low: 7.41 0.96
High (YTD): 6/20/2024 7.41
Low (YTD): 1/5/2024 0.90
52W High: 6/20/2024 7.41
52W Low: 10/13/2023 0.45
Avg. price 1W:   3.41
Avg. volume 1W:   0.00
Avg. price 1M:   5.00
Avg. volume 1M:   0.00
Avg. price 6M:   3.65
Avg. volume 6M:   0.00
Avg. price 1Y:   2.23
Avg. volume 1Y:   5.16
Volatility 1M:   176.23%
Volatility 6M:   144.01%
Volatility 1Y:   132.03%
Volatility 3Y:   -