Soc. Generale Call 3200 CMG 20.09.2024
/ DE000SW7EJ41
Soc. Generale Call 3200 CMG 20.09.../ DE000SW7EJ41 /
| 2024-06-17 6:47:12 PM |
Chg.+0.650 |
Bid6:59:30 PM |
Ask6:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
+24.62% |
3.320
Bid Size: 25,000 |
3.380
Ask Size: 25,000 |
Chipotle Mexican Gri... |
3,200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW7EJ4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.21 |
| Parity: |
0.67 |
| Time value: |
2.07 |
| Break-even: |
3,263.91 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
1.86% |
| Delta: |
0.60 |
| Theta: |
-1.31 |
| Omega: |
6.73 |
| Rho: |
4.09 |
Quote data
| Open: |
2.540 |
| High: |
3.290 |
| Low: |
2.540 |
| Previous Close: |
2.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.80% |
| 1 Month |
|
|
+44.93% |
| 3 Months |
|
|
+207.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
1.790 |
| 1M High / 1M Low: |
2.640 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
