Soc. Generale Call 56 CMG 20.09.2024
/ DE000SU2KK49
Soc. Generale Call 56 CMG 20.09.2.../ DE000SU2KK49 /
12/07/2024 21:40:26 |
Chg.-0.080 |
Bid21:59:54 |
Ask21:59:54 |
Underlying |
Strike price |
Expiration date |
Option type |
2.350EUR |
-3.29% |
2.390 Bid Size: 1,300 |
2.400 Ask Size: 1,300 |
Chipotle Mexican Gri... |
56.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SU2KK4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
56.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
21/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.43 |
Historic volatility: |
0.23 |
Parity: |
0.71 |
Time value: |
1.72 |
Break-even: |
56.36 |
Moneyness: |
1.03 |
Premium: |
0.06 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.01 |
Spread %: |
0.41% |
Delta: |
0.61 |
Theta: |
-0.03 |
Omega: |
6.63 |
Rho: |
0.05 |
Quote data
Open: |
2.310 |
High: |
2.480 |
Low: |
2.310 |
Previous Close: |
2.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-43.65% |
1 Month |
|
|
-54.72% |
3 Months |
|
|
-37.00% |
YTD |
|
|
+161.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.980 |
2.350 |
1M High / 1M Low: |
6.820 |
2.350 |
6M High / 6M Low: |
6.820 |
0.760 |
High (YTD): |
19/06/2024 |
6.820 |
Low (YTD): |
09/01/2024 |
0.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.325 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.199 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.18% |
Volatility 6M: |
|
154.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |