Soc. Generale Call 2400 CMG 21.03.2025
/ DE000SW2X662
Soc. Generale Call 2400 CMG 21.03.../ DE000SW2X662 /
| 2024-05-09 10:06:51 AM |
Chg.-0.27 |
Bid5:43:13 PM |
Ask5:43:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.87EUR |
-2.95% |
9.26
Bid Size: 20,000 |
9.33
Ask Size: 20,000 |
Chipotle Mexican Gri... |
2,400.00 USD |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-08-31 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.12 |
| Intrinsic value: |
7.29 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
7.29 |
| Time value: |
1.91 |
| Break-even: |
3,153.22 |
| Moneyness: |
1.33 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
0.77% |
| Delta: |
0.84 |
| Theta: |
-0.61 |
| Omega: |
2.71 |
| Rho: |
13.61 |
Quote data
| Open: |
8.87 |
| High: |
8.87 |
| Low: |
8.87 |
| Previous Close: |
9.14 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.60% |
| 1 Month |
|
|
+25.82% |
| 3 Months |
|
|
+79.19% |
| YTD |
|
|
+196.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.14 |
8.41 |
| 1M High / 1M Low: |
9.14 |
6.71 |
| 6M High / 6M Low: |
9.14 |
2.54 |
| High (YTD): |
2024-05-07 |
9.14 |
| Low (YTD): |
2024-01-05 |
2.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.61% |
| Volatility 6M: |
|
78.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
