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Soc. Generale Call 2700 CMG 20.12.../  DE000SV6L719  /

Frankfurt Zert./SG
2024-06-20  5:02:54 PM Chg.-1.490 Bid5:20:44 PM Ask5:20:44 PM Underlying Strike price Expiration date Option type
6.890EUR -17.78% 6.860
Bid Size: 20,000		 6.930
Ask Size: 20,000		 Chipotle Mexican Gri... 2,700.00 USD 2024-12-20 Call
 

Master data

WKN: SV6L71
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,700.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-22
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 7.29
Intrinsic value: 6.77
Implied volatility: 0.49
Historic volatility: 0.21
Parity: 6.77
Time value: 1.73
Break-even: 3,362.32
Moneyness: 1.27
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 1.07%
Delta: 0.82
Theta: -0.97
Omega: 3.08
Rho: 8.85
 

Quote data

Open: 8.220
High: 8.220
Low: 6.890
Previous Close: 8.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.68%
1 Month  
+11.85%
3 Months  
+58.76%
YTD  
+347.40%
1 Year  
+293.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.380 6.710
1M High / 1M Low: 8.380 5.130
6M High / 6M Low: 8.380 1.320
High (YTD): 2024-06-19 8.380
Low (YTD): 2024-01-08 1.320
52W High: 2024-06-19 8.380
52W Low: 2023-10-13 0.690
Avg. price 1W:   7.556
Avg. volume 1W:   0.000
Avg. price 1M:   6.120
Avg. volume 1M:   0.000
Avg. price 6M:   3.993
Avg. volume 6M:   0.000
Avg. price 1Y:   2.581
Avg. volume 1Y:   0.000
Volatility 1M:   94.72%
Volatility 6M:   101.65%
Volatility 1Y:   108.00%
Volatility 3Y:   -