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Soc. Generale Call 1500 CMG 20.12.../  DE000SQ49630  /

EUWAX
2024-06-05  9:07:49 AM Chg.+0.12 Bid9:25:40 PM Ask9:25:40 PM Underlying Strike price Expiration date Option type
14.54EUR +0.83% 15.70
Bid Size: 20,000		 -
Ask Size: -		 Chipotle Mexican Gri... 1,500.00 USD 2024-12-20 Call
 

Master data

WKN: SQ4963
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,500.00 USD
Maturity: 2024-12-20
Issue date: 2022-12-09
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.89
Leverage: Yes

Calculated values

Fair value: 14.78
Intrinsic value: 14.51
Implied volatility: 0.63
Historic volatility: 0.20
Parity: 14.51
Time value: 0.49
Break-even: 2,878.45
Moneyness: 2.05
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.38
Omega: 1.82
Rho: 6.68
 

Quote data

Open: 14.54
High: 14.54
Low: 14.54
Previous Close: 14.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.53%
1 Month
  -4.59%
3 Months  
+23.85%
YTD  
+81.52%
1 Year  
+95.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.23 14.42
1M High / 1M Low: 16.36 14.42
6M High / 6M Low: 16.36 7.59
High (YTD): 2024-05-13 16.36
Low (YTD): 2024-01-05 7.59
52W High: 2024-05-13 16.36
52W Low: 2023-10-13 4.53
Avg. price 1W:   14.82
Avg. volume 1W:   0.00
Avg. price 1M:   15.42
Avg. volume 1M:   0.00
Avg. price 6M:   11.57
Avg. volume 6M:   0.00
Avg. price 1Y:   8.87
Avg. volume 1Y:   0.00
Volatility 1M:   38.13%
Volatility 6M:   48.84%
Volatility 1Y:   54.60%
Volatility 3Y:   -