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Soc. Generale Call 2800 CMG 20.12.../  DE000SU2TGZ3  /

Frankfurt Zert./SG
2024-06-21  7:09:05 PM Chg.+0.150 Bid7:58:39 PM Ask7:58:39 PM Underlying Strike price Expiration date Option type
5.770EUR +2.67% 5.680
Bid Size: 25,000		 5.750
Ask Size: 25,000		 Chipotle Mexican Gri... 2,800.00 USD 2024-12-20 Call
 

Master data

WKN: SU2TGZ
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,800.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-27
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 4.69
Intrinsic value: 3.87
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 3.87
Time value: 1.93
Break-even: 3,195.38
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 1.22%
Delta: 0.75
Theta: -0.91
Omega: 3.90
Rho: 8.40
 

Quote data

Open: 5.560
High: 5.840
Low: 5.560
Previous Close: 5.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.67%
1 Month  
+7.05%
3 Months  
+46.08%
YTD  
+347.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.680 5.620
1M High / 1M Low: 7.680 4.490
6M High / 6M Low: 7.680 1.090
High (YTD): 2024-06-19 7.680
Low (YTD): 2024-01-05 1.090
52W High: - -
52W Low: - -
Avg. price 1W:   6.744
Avg. volume 1W:   0.000
Avg. price 1M:   5.440
Avg. volume 1M:   0.000
Avg. price 6M:   3.529
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.96%
Volatility 6M:   114.36%
Volatility 1Y:   -
Volatility 3Y:   -