OverviewChartNewsTraderScreen

Soc. Generale Call 2400 CMG 19.12.../  DE000SU2YF57  /

EUWAX
2024-06-20  1:50:26 PM Chg.-0.36 Bid3:32:24 PM Ask3:32:24 PM Underlying Strike price Expiration date Option type
12.33EUR -2.84% 12.74
Bid Size: 1,000		 12.84
Ask Size: 1,000		 Chipotle Mexican Gri... 2,400.00 USD 2025-12-19 Call
 

Master data

WKN: SU2YF5
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 2025-12-19
Issue date: 2023-11-29
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 10.89
Intrinsic value: 9.56
Implied volatility: 0.49
Historic volatility: 0.21
Parity: 9.56
Time value: 3.39
Break-even: 3,528.17
Moneyness: 1.43
Premium: 0.11
Premium p.a.: 0.07
Spread abs.: 0.10
Spread %: 0.78%
Delta: 0.84
Theta: -0.56
Omega: 2.06
Rho: 20.64
 

Quote data

Open: 12.63
High: 12.63
Low: 12.33
Previous Close: 12.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.88%
1 Month  
+17.32%
3 Months  
+38.38%
YTD  
+198.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.69 10.20
1M High / 1M Low: 12.69 9.24
6M High / 6M Low: 12.69 3.84
High (YTD): 2024-06-19 12.69
Low (YTD): 2024-01-08 3.84
52W High: - -
52W Low: - -
Avg. price 1W:   11.37
Avg. volume 1W:   0.00
Avg. price 1M:   10.25
Avg. volume 1M:   0.00
Avg. price 6M:   7.54
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.80%
Volatility 6M:   63.02%
Volatility 1Y:   -
Volatility 3Y:   -