Soc. Generale Call 40 CMG 20.06.2025
/ DE000SW3V9R7
Soc. Generale Call 40 CMG 20.06.2.../ DE000SW3V9R7 /
9/26/2024 9:41:01 PM |
Chg.-0.280 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.190EUR |
-2.96% |
9.300 Bid Size: 1,000 |
9.320 Ask Size: 1,000 |
Chipotle Mexican Gri... |
40.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
SW3V9R |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
9/22/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
2:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.73 |
Intrinsic value: |
8.26 |
Implied volatility: |
0.49 |
Historic volatility: |
0.24 |
Parity: |
8.26 |
Time value: |
1.24 |
Break-even: |
54.94 |
Moneyness: |
1.46 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.21% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
2.42 |
Rho: |
0.20 |
Quote data
Open: |
9.590 |
High: |
9.620 |
Low: |
9.190 |
Previous Close: |
9.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.86% |
1 Month |
|
|
+14.59% |
3 Months |
|
|
-32.13% |
YTD |
|
|
+72.10% |
1 Year |
|
|
+173.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.520 |
9.060 |
1M High / 1M Low: |
9.640 |
7.500 |
6M High / 6M Low: |
14.820 |
6.700 |
High (YTD): |
6/19/2024 |
14.820 |
Low (YTD): |
1/5/2024 |
4.980 |
52W High: |
6/19/2024 |
14.820 |
52W Low: |
10/13/2023 |
2.920 |
Avg. price 1W: |
|
9.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.318 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.079 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
67.06% |
Volatility 6M: |
|
79.77% |
Volatility 1Y: |
|
71.86% |
Volatility 3Y: |
|
- |