Soc. Generale Call 64 CMG 20.09.2024
/ DE000SW7EJ41
Soc. Generale Call 64 CMG 20.09.2.../ DE000SW7EJ41 /
| 12/07/2024 10:22:33 |
Chg.-0.070 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-7.07% |
-
Bid Size: - |
-
Ask Size: - |
Chipotle Mexican Gri... |
64.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW7EJ4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
-2.90 |
| Time value: |
0.94 |
| Break-even: |
60.56 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
9.23 |
| Rho: |
0.03 |
Quote data
| Open: |
0.910 |
| High: |
0.920 |
| Low: |
0.910 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.84% |
| 1 Month |
|
|
-50.80% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
0.880 |
| 1M High / 1M Low: |
3.830 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
