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Soc. Generale Call 36 CMG 21.03.2.../  DE000SW2X605  /

EUWAX
9/20/2024  9:39:54 AM Chg.+0.11 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
10.32EUR +1.08% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 36.00 USD 3/21/2025 Call
 

Master data

WKN: SW2X60
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 3/21/2025
Issue date: 8/31/2023
Last trading day: 3/20/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 9.78
Intrinsic value: 9.51
Implied volatility: 0.54
Historic volatility: 0.24
Parity: 9.51
Time value: 0.65
Break-even: 52.57
Moneyness: 1.59
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.01
Omega: 2.34
Rho: 0.13
 

Quote data

Open: 10.32
High: 10.32
Low: 10.32
Previous Close: 10.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.74%
1 Month  
+16.87%
3 Months
  -24.84%
YTD  
+65.65%
1 Year  
+151.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.68 9.67
1M High / 1M Low: 10.68 8.34
6M High / 6M Low: 15.93 7.31
High (YTD): 6/20/2024 15.93
Low (YTD): 1/5/2024 5.81
52W High: 6/20/2024 15.93
52W Low: 10/13/2023 3.46
Avg. price 1W:   10.21
Avg. volume 1W:   0.00
Avg. price 1M:   9.38
Avg. volume 1M:   0.00
Avg. price 6M:   11.23
Avg. volume 6M:   0.00
Avg. price 1Y:   8.86
Avg. volume 1Y:   0.00
Volatility 1M:   73.18%
Volatility 6M:   79.14%
Volatility 1Y:   69.86%
Volatility 3Y:   -