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Soc. Generale Call 2100 CMG 21.03.../  DE000SW2X639  /

Frankfurt Zert./SG
6/20/2024  5:52:04 PM Chg.-1.730 Bid6:29:33 PM Ask- Underlying Strike price Expiration date Option type
11.860EUR -12.73% 11.760
Bid Size: 20,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,100.00 USD 3/21/2025 Call
 

Master data

WKN: SW2X63
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,100.00 USD
Maturity: 3/21/2025
Issue date: 8/31/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 12.88
Intrinsic value: 12.35
Implied volatility: 0.56
Historic volatility: 0.21
Parity: 12.35
Time value: 1.37
Break-even: 3,326.02
Moneyness: 1.63
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.62
Omega: 2.10
Rho: 11.38
 

Quote data

Open: 13.400
High: 13.410
Low: 11.860
Previous Close: 13.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.17%
1 Month  
+4.68%
3 Months  
+36.95%
YTD  
+167.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.590 11.880
1M High / 1M Low: 13.590 10.150
6M High / 6M Low: 13.590 4.060
High (YTD): 6/19/2024 13.590
Low (YTD): 1/5/2024 4.060
52W High: - -
52W Low: - -
Avg. price 1W:   12.792
Avg. volume 1W:   0.000
Avg. price 1M:   11.267
Avg. volume 1M:   0.000
Avg. price 6M:   8.237
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.95%
Volatility 6M:   60.82%
Volatility 1Y:   -
Volatility 3Y:   -