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

Frankfurt Zert./SG
25/06/2024  10:20:15 Chg.-0.040 Bid10:36:00 Ask10:36:00 Underlying Strike price Expiration date Option type
6.200EUR -0.64% 6.180
Bid Size: 1,000		 6.500
Ask Size: 1,000		 Chipotle Mexican Gri... 2,700.00 USD 20/12/2024 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: 20/12/2024
Issue date: 22/05/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.75
Leverage: Yes

Calculated values

Fair value: 5.26
Intrinsic value: 4.60
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 4.60
Time value: 1.66
Break-even: 3,141.79
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 1.13%
Delta: 0.78
Theta: -0.87
Omega: 3.73
Rho: 8.33
 

Quote data

Open: 6.110
High: 6.200
Low: 6.110
Previous Close: 6.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.30%
1 Month  
+5.26%
3 Months  
+38.39%
YTD  
+302.60%
1 Year  
+260.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.380 6.240
1M High / 1M Low: 8.380 5.130
6M High / 6M Low: 8.380 1.320
High (YTD): 19/06/2024 8.380
Low (YTD): 08/01/2024 1.320
52W High: 19/06/2024 8.380
52W Low: 13/10/2023 0.690
Avg. price 1W:   7.104
Avg. volume 1W:   0.000
Avg. price 1M:   6.184
Avg. volume 1M:   0.000
Avg. price 6M:   4.104
Avg. volume 6M:   0.000
Avg. price 1Y:   2.638
Avg. volume 1Y:   0.000
Volatility 1M:   134.58%
Volatility 6M:   108.53%
Volatility 1Y:   110.83%
Volatility 3Y:   -