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Soc. Generale Call 48 CMG 21.03.2.../  DE000SW2X662  /

Frankfurt Zert./SG
9/27/2024  9:55:19 AM Chg.+0.100 Bid10:00:02 AM Ask10:00:02 AM Underlying Strike price Expiration date Option type
5.880EUR +1.73% 5.820
Bid Size: 1,000		 5.960
Ask Size: 1,000		 Chipotle Mexican Gri... 48.00 USD 3/21/2025 Call
 

Master data

WKN: SW2X66
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 3/21/2025
Issue date: 8/31/2023
Last trading day: 3/20/2025
Ratio: 2:1
Exercise type: American
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 5.04
Intrinsic value: 4.50
Implied volatility: 0.44
Historic volatility: 0.24
Parity: 4.50
Time value: 1.39
Break-even: 54.73
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.80
Theta: -0.02
Omega: 3.51
Rho: 0.14
 

Quote data

Open: 5.850
High: 5.880
Low: 5.850
Previous Close: 5.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.16%
1 Month  
+7.69%
3 Months
  -31.07%
YTD  
+97.32%
1 Year  
+279.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.070 5.700
1M High / 1M Low: 6.260 4.410
6M High / 6M Low: 11.150 3.730
High (YTD): 6/19/2024 11.150
Low (YTD): 1/5/2024 2.680
52W High: 6/19/2024 11.150
52W Low: 10/13/2023 1.420
Avg. price 1W:   5.894
Avg. volume 1W:   0.000
Avg. price 1M:   5.382
Avg. volume 1M:   0.000
Avg. price 6M:   6.968
Avg. volume 6M:   0.000
Avg. price 1Y:   5.215
Avg. volume 1Y:   0.000
Volatility 1M:   87.65%
Volatility 6M:   109.25%
Volatility 1Y:   97.73%
Volatility 3Y:   -