Soc. Generale Call 3400 CMG 20.09.2024
/ DE000SW7EJ58
Soc. Generale Call 3400 CMG 20.09.../ DE000SW7EJ58 /
| 5/17/2024 10:14:02 AM |
Chg.-0.08 |
Bid8:23:24 PM |
Ask8:23:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-6.45% |
1.37
Bid Size: 45,000 |
1.41
Ask Size: 45,000 |
Chipotle Mexican Gri... |
3,400.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW7EJ5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,400.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-2.34 |
| Time value: |
1.27 |
| Break-even: |
3,255.51 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
0.39 |
| Theta: |
-0.88 |
| Omega: |
8.89 |
| Rho: |
3.46 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.54% |
| 1 Month |
|
|
+0.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.24 |
| 1M High / 1M Low: |
1.67 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
