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Soc. Generale Call 40 CMG 20.06.2.../  DE000SW3V9R7  /

EUWAX
27/09/2024  08:58:11 Chg.-0.32 Bid10:33:06 Ask10:33:06 Underlying Strike price Expiration date Option type
9.25EUR -3.34% 9.30
Bid Size: 1,000		 9.43
Ask Size: 1,000		 Chipotle Mexican Gri... 40.00 USD 20/06/2025 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: 20/06/2025
Issue date: 22/09/2023
Last trading day: 19/06/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 8.55
Intrinsic value: 8.07
Implied volatility: 0.49
Historic volatility: 0.24
Parity: 8.07
Time value: 1.23
Break-even: 54.39
Moneyness: 1.45
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.22%
Delta: 0.88
Theta: -0.01
Omega: 2.45
Rho: 0.20
 

Quote data

Open: 9.25
High: 9.25
Low: 9.25
Previous Close: 9.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.43%
1 Month  
+15.05%
3 Months
  -30.40%
YTD  
+72.90%
1 Year  
+189.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.57 8.92
1M High / 1M Low: 9.57 7.31
6M High / 6M Low: 14.70 6.54
High (YTD): 20/06/2024 14.70
Low (YTD): 05/01/2024 4.98
52W High: 20/06/2024 14.70
52W Low: 13/10/2023 2.92
Avg. price 1W:   9.26
Avg. volume 1W:   0.00
Avg. price 1M:   8.55
Avg. volume 1M:   0.00
Avg. price 6M:   10.09
Avg. volume 6M:   0.00
Avg. price 1Y:   7.97
Avg. volume 1Y:   0.00
Volatility 1M:   78.59%
Volatility 6M:   84.98%
Volatility 1Y:   75.10%
Volatility 3Y:   -