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

Frankfurt Zert./SG
6/21/2024  9:48:54 PM Chg.+0.080 Bid9:49:43 PM Ask9:49:43 PM Underlying Strike price Expiration date Option type
5.700EUR +1.42% 5.690
Bid Size: 25,000		 5.760
Ask Size: 25,000		 Chipotle Mexican Gri... 2,800.00 USD 12/20/2024 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: 12/20/2024
Issue date: 11/27/2023
Last trading day: 12/19/2024
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
  -4.84%
1 Month  
+5.75%
3 Months  
+44.30%
YTD  
+341.86%
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): 6/19/2024 7.680
Low (YTD): 1/5/2024 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:   -