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Soc. Generale Call 40 CMG 21.03.2.../  DE000SW2X621  /

EUWAX
9/20/2024  9:39:54 AM Chg.+0.12 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
8.75EUR +1.39% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 40.00 USD 3/21/2025 Call
 

Master data

WKN: SW2X62
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 2.99
Leverage: Yes

Calculated values

Fair value: 8.03
Intrinsic value: 7.72
Implied volatility: 0.50
Historic volatility: 0.24
Parity: 7.72
Time value: 0.84
Break-even: 52.95
Moneyness: 1.43
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.01
Omega: 2.67
Rho: 0.14
 

Quote data

Open: 8.75
High: 8.75
Low: 8.75
Previous Close: 8.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.71%
1 Month  
+19.05%
3 Months
  -27.51%
YTD  
+76.06%
1 Year  
+177.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.09 8.11
1M High / 1M Low: 9.09 6.87
6M High / 6M Low: 14.23 5.93
High (YTD): 6/20/2024 14.23
Low (YTD): 1/5/2024 4.58
52W High: 6/20/2024 14.23
52W Low: 10/13/2023 2.59
Avg. price 1W:   8.64
Avg. volume 1W:   0.00
Avg. price 1M:   7.85
Avg. volume 1M:   0.00
Avg. price 6M:   9.69
Avg. volume 6M:   35.92
Avg. price 1Y:   7.48
Avg. volume 1Y:   18.03
Volatility 1M:   82.31%
Volatility 6M:   93.42%
Volatility 1Y:   81.44%
Volatility 3Y:   -