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Soc. Generale Call 2400 CMG 21.03.../  DE000SW2X662  /

Frankfurt Zert./SG
25/06/2024  13:31:16 Chg.-0.100 Bid14:20:44 Ask14:20:44 Underlying Strike price Expiration date Option type
8.970EUR -1.10% 8.960
Bid Size: 1,000		 9.420
Ask Size: 1,000		 Chipotle Mexican Gri... 2,400.00 USD 21/03/2025 Call
 

Master data

WKN: SW2X66
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 USD
Maturity: 21/03/2025
Issue date: 31/08/2023
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 8.07
Intrinsic value: 7.40
Implied volatility: 0.45
Historic volatility: 0.22
Parity: 7.40
Time value: 1.75
Break-even: 3,151.26
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.10
Spread %: 1.11%
Delta: 0.84
Theta: -0.68
Omega: 2.73
Rho: 11.70
 

Quote data

Open: 8.910
High: 9.020
Low: 8.910
Previous Close: 9.070
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -19.04%
1 Month  
+2.87%
3 Months  
+29.81%
YTD  
+201.01%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.150 9.070
1M High / 1M Low: 11.150 7.900
6M High / 6M Low: 11.150 2.680
High (YTD): 19/06/2024 11.150
Low (YTD): 05/01/2024 2.680
52W High: - -
52W Low: - -
Avg. price 1W:   9.938
Avg. volume 1W:   0.000
Avg. price 1M:   9.018
Avg. volume 1M:   0.000
Avg. price 6M:   6.411
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.20%
Volatility 6M:   79.70%
Volatility 1Y:   -
Volatility 3Y:   -