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Soc. Generale Call 2000 CMG 20.12.../  DE000SQ6C897  /

EUWAX
2024-06-14  8:37:20 AM Chg.+0.93 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
12.01EUR +8.39% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,000.00 USD 2024-12-20 Call
 

Master data

WKN: SQ6C89
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-14
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 12.22
Intrinsic value: 11.88
Implied volatility: 0.50
Historic volatility: 0.21
Parity: 11.88
Time value: 0.64
Break-even: 3,120.32
Moneyness: 1.64
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.49
Omega: 2.31
Rho: 8.43
 

Quote data

Open: 12.01
High: 12.01
Low: 12.01
Previous Close: 11.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.62%
1 Month  
+7.04%
3 Months  
+51.64%
YTD  
+161.66%
1 Year  
+175.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.01 10.77
1M High / 1M Low: 12.01 10.08
6M High / 6M Low: 12.01 4.18
High (YTD): 2024-06-14 12.01
Low (YTD): 2024-01-08 4.18
52W High: 2024-06-14 12.01
52W Low: 2023-10-13 2.22
Avg. price 1W:   11.14
Avg. volume 1W:   0.00
Avg. price 1M:   10.92
Avg. volume 1M:   0.00
Avg. price 6M:   8.06
Avg. volume 6M:   0.00
Avg. price 1Y:   5.74
Avg. volume 1Y:   0.00
Volatility 1M:   63.66%
Volatility 6M:   66.90%
Volatility 1Y:   74.65%
Volatility 3Y:   -