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Soc. Generale Call 38 CMG 21.03.2.../  DE000SW2X613  /

Frankfurt Zert./SG
9/27/2024  9:59:54 AM Chg.+0.100 Bid10:06:21 AM Ask- Underlying Strike price Expiration date Option type
9.640EUR +1.05% 9.580
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 38.00 USD 3/21/2025 Call
 

Master data

WKN: SW2X61
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 38.00 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: 2.70
Leverage: Yes

Calculated values

Fair value: 9.25
Intrinsic value: 8.97
Implied volatility: 0.52
Historic volatility: 0.24
Parity: 8.97
Time value: 0.66
Break-even: 53.26
Moneyness: 1.53
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 2.48
Rho: 0.14
 

Quote data

Open: 9.620
High: 9.640
Low: 9.620
Previous Close: 9.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.55%
1 Month  
+6.76%
3 Months
  -22.26%
YTD  
+74.01%
1 Year  
+204.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.880 9.400
1M High / 1M Low: 10.030 7.730
6M High / 6M Low: 15.250 6.840
High (YTD): 6/19/2024 15.250
Low (YTD): 1/5/2024 5.140
52W High: 6/19/2024 15.250
52W Low: 10/13/2023 2.920
Avg. price 1W:   9.652
Avg. volume 1W:   0.000
Avg. price 1M:   8.991
Avg. volume 1M:   0.000
Avg. price 6M:   10.622
Avg. volume 6M:   0.000
Avg. price 1Y:   8.341
Avg. volume 1Y:   0.000
Volatility 1M:   63.86%
Volatility 6M:   81.65%
Volatility 1Y:   73.22%
Volatility 3Y:   -