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Soc. Generale Call 46 CMG 21.03.2.../  DE000SW2X654  /

EUWAX
2024-09-23  9:34:02 AM Chg.-0.23 Bid1:16:40 PM Ask1:16:40 PM Underlying Strike price Expiration date Option type
6.32EUR -3.51% 6.41
Bid Size: 1,000		 6.53
Ask Size: 1,000		 Chipotle Mexican Gri... 46.00 USD 2025-03-21 Call
 

Master data

WKN: SW2X65
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2025-03-21
Issue date: 2023-08-31
Last trading day: 2025-03-20
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.04
Leverage: Yes

Calculated values

Fair value: 5.51
Intrinsic value: 5.03
Implied volatility: 0.46
Historic volatility: 0.24
Parity: 5.03
Time value: 1.31
Break-even: 53.90
Moneyness: 1.24
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.82
Theta: -0.01
Omega: 3.30
Rho: 0.14
 

Quote data

Open: 6.32
High: 6.32
Low: 6.32
Previous Close: 6.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.04%
1 Month  
+21.31%
3 Months
  -35.51%
YTD  
+84.26%
1 Year  
+203.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.88 5.96
1M High / 1M Low: 6.88 4.86
6M High / 6M Low: 11.83 4.08
High (YTD): 2024-06-20 11.83
Low (YTD): 2024-01-05 3.09
52W High: 2024-06-20 11.83
52W Low: 2023-10-13 1.68
Avg. price 1W:   6.46
Avg. volume 1W:   0.00
Avg. price 1M:   5.77
Avg. volume 1M:   0.00
Avg. price 6M:   7.56
Avg. volume 6M:   0.00
Avg. price 1Y:   5.66
Avg. volume 1Y:   0.00
Volatility 1M:   101.33%
Volatility 6M:   110.98%
Volatility 1Y:   96.41%
Volatility 3Y:   -