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Soc. Generale Call 2200 CMG 21.06.../  DE000SV21Y91  /

Frankfurt Zert./SG
2024-06-13  9:36:05 PM Chg.+0.850 Bid9:59:40 PM Ask- Underlying Strike price Expiration date Option type
9.730EUR +9.57% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,200.00 - 2024-06-21 Call
 

Master data

WKN: SV21Y9
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 -
Maturity: 2024-06-21
Issue date: 2023-04-04
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 8.58
Intrinsic value: 8.56
Implied volatility: 3.23
Historic volatility: 0.21
Parity: 8.56
Time value: 1.30
Break-even: 3,186.00
Moneyness: 1.39
Premium: 0.04
Premium p.a.: 11.53
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -25.61
Omega: 2.61
Rho: 0.26
 

Quote data

Open: 8.530
High: 9.780
Low: 8.530
Previous Close: 8.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.75%
1 Month  
+10.57%
3 Months  
+80.52%
YTD  
+297.14%
1 Year  
+321.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.730 8.590
1M High / 1M Low: 9.730 7.990
6M High / 6M Low: 9.750 2.060
High (YTD): 2024-05-10 9.750
Low (YTD): 2024-01-05 2.060
52W High: 2024-05-10 9.750
52W Low: 2023-10-13 0.840
Avg. price 1W:   8.953
Avg. volume 1W:   0.000
Avg. price 1M:   8.737
Avg. volume 1M:   0.000
Avg. price 6M:   5.801
Avg. volume 6M:   0.000
Avg. price 1Y:   3.710
Avg. volume 1Y:   0.000
Volatility 1M:   68.18%
Volatility 6M:   92.18%
Volatility 1Y:   111.13%
Volatility 3Y:   -