Soc. Generale Call 56 CMG 20.12.2024
/ DE000SU2TGZ3
Soc. Generale Call 56 CMG 20.12.2.../ DE000SU2TGZ3 /
| 20/09/2024 21:41:08 |
Chg.-0.130 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.410EUR |
-5.12% |
2.390
Bid Size: 2,000 |
2.400
Ask Size: 2,000 |
Chipotle Mexican Gri... |
56.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TGZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
2:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
0.55 |
| Time value: |
1.83 |
| Break-even: |
54.92 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
6.45 |
| Rho: |
0.06 |
Quote data
| Open: |
2.540 |
| High: |
2.550 |
| Low: |
2.370 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.70% |
| 1 Month |
|
|
+31.69% |
| 3 Months |
|
|
-57.72% |
| YTD |
|
|
+86.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.920 |
2.410 |
| 1M High / 1M Low: |
2.920 |
1.650 |
| 6M High / 6M Low: |
7.680 |
1.380 |
| High (YTD): |
19/06/2024 |
7.680 |
| Low (YTD): |
05/01/2024 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.164 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.852 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.86% |
| Volatility 6M: |
|
164.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
