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Soc. Generale Call 2400 CMG 20.09.../  DE000SV4SX75  /

EUWAX
2024-06-20  9:19:24 AM Chg.+0.34 Bid12:21:21 PM Ask12:21:21 PM Underlying Strike price Expiration date Option type
9.93EUR +3.55% 9.40
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,400.00 USD 2024-09-20 Call
 

Master data

WKN: SV4SX7
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 2024-09-20
Issue date: 2023-04-27
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.12
Leverage: Yes

Calculated values

Fair value: 9.76
Intrinsic value: 9.56
Implied volatility: 0.61
Historic volatility: 0.21
Parity: 9.56
Time value: 0.67
Break-even: 3,256.17
Moneyness: 1.43
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -1.05
Omega: 2.84
Rho: 4.74
 

Quote data

Open: 9.93
High: 9.93
Low: 9.93
Previous Close: 9.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.21%
1 Month  
+30.32%
3 Months  
+57.37%
YTD  
+375.12%
1 Year  
+366.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.59 7.29
1M High / 1M Low: 9.59 6.27
6M High / 6M Low: 9.59 1.76
High (YTD): 2024-06-19 9.59
Low (YTD): 2024-01-05 1.76
52W High: 2024-06-19 9.59
52W Low: 2023-10-13 0.81
Avg. price 1W:   8.44
Avg. volume 1W:   0.00
Avg. price 1M:   7.30
Avg. volume 1M:   0.00
Avg. price 6M:   4.93
Avg. volume 6M:   0.00
Avg. price 1Y:   3.20
Avg. volume 1Y:   0.00
Volatility 1M:   92.44%
Volatility 6M:   96.75%
Volatility 1Y:   107.21%
Volatility 3Y:   -