OverviewChartNewsTraderScreen

Soc. Generale Call 2300 CMG 20.09.../  DE000SV4JJW0  /

EUWAX
6/20/2024  8:53:28 AM Chg.+0.27 Bid9:31:55 AM Ask9:31:55 AM Underlying Strike price Expiration date Option type
10.70EUR +2.59% 10.87
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,300.00 - 9/20/2024 Call
 

Master data

WKN: SV4JJW
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,300.00 -
Maturity: 9/20/2024
Issue date: 4/19/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 9.13
Intrinsic value: 8.92
Implied volatility: 0.93
Historic volatility: 0.21
Parity: 8.92
Time value: 1.94
Break-even: 3,386.00
Moneyness: 1.39
Premium: 0.06
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -2.20
Omega: 2.44
Rho: 3.98
 

Quote data

Open: 10.70
High: 10.70
Low: 10.70
Previous Close: 10.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.92%
1 Month  
+26.03%
3 Months  
+51.99%
YTD  
+322.92%
1 Year  
+331.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.43 8.05
1M High / 1M Low: 10.43 7.05
6M High / 6M Low: 10.43 2.15
High (YTD): 6/19/2024 10.43
Low (YTD): 1/8/2024 2.15
52W High: 6/19/2024 10.43
52W Low: 10/13/2023 1.00
Avg. price 1W:   9.28
Avg. volume 1W:   0.00
Avg. price 1M:   8.12
Avg. volume 1M:   0.00
Avg. price 6M:   5.59
Avg. volume 6M:   0.00
Avg. price 1Y:   3.68
Avg. volume 1Y:   0.00
Volatility 1M:   87.69%
Volatility 6M:   94.23%
Volatility 1Y:   100.43%
Volatility 3Y:   -