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Soc. Generale Call 2700 CMG 21.06.../  DE000SV6L7Z5  /

EUWAX
2024-06-13  9:47:07 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
4.02EUR - -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,700.00 - 2024-06-21 Call
 

Master data

WKN: SV6L7Z
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,700.00 -
Maturity: 2024-06-21
Issue date: 2023-05-22
Last trading day: 2024-06-14
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 3.58
Intrinsic value: 3.56
Implied volatility: 2.11
Historic volatility: 0.21
Parity: 3.56
Time value: 1.65
Break-even: 3,221.00
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 23.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -23.23
Omega: 4.25
Rho: 0.28
 

Quote data

Open: 4.02
High: 4.02
Low: 4.02
Previous Close: 3.62
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -9.05%
1 Month
  -1.47%
3 Months  
+97.06%
YTD  
+509.09%
1 Year  
+341.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.02 3.51
1M High / 1M Low: 4.51 3.04
6M High / 6M Low: 4.91 0.49
High (YTD): 2024-05-10 4.91
Low (YTD): 2024-01-05 0.49
52W High: 2024-05-10 4.91
52W Low: 2023-10-13 0.25
Avg. price 1W:   3.77
Avg. volume 1W:   0.00
Avg. price 1M:   3.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.27
Avg. volume 6M:   0.00
Avg. price 1Y:   1.39
Avg. volume 1Y:   0.00
Volatility 1M:   178.12%
Volatility 6M:   171.97%
Volatility 1Y:   158.77%
Volatility 3Y:   -