OverviewChartNewsTraderScreen

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

EUWAX
9/20/2024  9:39:54 AM Chg.+0.10 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
5.86EUR +1.74% -
Bid Size: -		 -
Ask Size: -		 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: 4.37
Leverage: Yes

Calculated values

Fair value: 5.05
Intrinsic value: 4.47
Implied volatility: 0.44
Historic volatility: 0.24
Parity: 4.47
Time value: 1.48
Break-even: 54.91
Moneyness: 1.21
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.79
Theta: -0.02
Omega: 3.46
Rho: 0.15
 

Quote data

Open: 5.86
High: 5.86
Low: 5.86
Previous Close: 5.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.92%
1 Month  
+36.28%
3 Months
  -47.11%
YTD  
+95.99%
1 Year  
+198.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.18 5.38
1M High / 1M Low: 6.18 4.26
6M High / 6M Low: 11.08 3.56
High (YTD): 6/20/2024 11.08
Low (YTD): 1/5/2024 2.68
52W High: 6/20/2024 11.08
52W Low: 10/13/2023 1.45
Avg. price 1W:   5.79
Avg. volume 1W:   1,924.80
Avg. price 1M:   5.04
Avg. volume 1M:   418.43
Avg. price 6M:   6.92
Avg. volume 6M:   74.60
Avg. price 1Y:   5.07
Avg. volume 1Y:   37.59
Volatility 1M:   105.70%
Volatility 6M:   115.59%
Volatility 1Y:   101.04%
Volatility 3Y:   -