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Soc. Generale Call 1600 CMG 20.12.../  DE000SQ49648  /

EUWAX
2024-06-14  9:11:34 AM Chg.+0.87 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
15.46EUR +5.96% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 1,600.00 USD 2024-12-20 Call
 

Master data

WKN: SQ4964
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,600.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.90
Leverage: Yes

Calculated values

Fair value: 15.89
Intrinsic value: 15.62
Implied volatility: 0.60
Historic volatility: 0.21
Parity: 15.62
Time value: 0.44
Break-even: 3,100.66
Moneyness: 2.04
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.36
Omega: 1.85
Rho: 7.03
 

Quote data

Open: 15.46
High: 15.46
Low: 15.46
Previous Close: 14.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.41%
1 Month  
+5.24%
3 Months  
+39.53%
YTD  
+112.65%
1 Year  
+136.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.46 14.25
1M High / 1M Low: 15.46 13.55
6M High / 6M Low: 15.48 6.85
High (YTD): 2024-05-13 15.48
Low (YTD): 2024-01-05 6.85
52W High: 2024-05-13 15.48
52W Low: 2023-10-13 4.11
Avg. price 1W:   14.64
Avg. volume 1W:   0.00
Avg. price 1M:   14.38
Avg. volume 1M:   0.00
Avg. price 6M:   11.19
Avg. volume 6M:   0.00
Avg. price 1Y:   8.43
Avg. volume 1Y:   0.00
Volatility 1M:   46.98%
Volatility 6M:   50.66%
Volatility 1Y:   58.15%
Volatility 3Y:   -