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Soc. Generale Call 54 CMG 20.12.2.../  DE000SV6L719  /

EUWAX
10/18/2024  9:29:13 AM Chg.-0.11 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
3.13EUR -3.40% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 54.00 USD 12/20/2024 Call
 

Master data

WKN: SV6L71
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 12/20/2024
Issue date: 5/22/2023
Last trading day: 12/19/2024
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 8.26
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 2.24
Implied volatility: 0.43
Historic volatility: 0.25
Parity: 2.24
Time value: 1.05
Break-even: 56.45
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.30%
Delta: 0.73
Theta: -0.03
Omega: 5.99
Rho: 0.06
 

Quote data

Open: 3.13
High: 3.13
Low: 3.13
Previous Close: 3.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.63%
1 Month  
+4.68%
3 Months  
+19.92%
YTD  
+104.58%
1 Year  
+291.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.48 3.10
1M High / 1M Low: 3.48 2.66
6M High / 6M Low: 8.22 1.57
High (YTD): 6/20/2024 8.22
Low (YTD): 1/8/2024 1.32
52W High: 6/20/2024 8.22
52W Low: 10/26/2023 0.72
Avg. price 1W:   3.27
Avg. volume 1W:   0.00
Avg. price 1M:   3.01
Avg. volume 1M:   0.00
Avg. price 6M:   4.08
Avg. volume 6M:   0.00
Avg. price 1Y:   3.21
Avg. volume 1Y:   0.00
Volatility 1M:   104.59%
Volatility 6M:   170.59%
Volatility 1Y:   141.93%
Volatility 3Y:   -