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Soc. Generale Call 1600 CMG 20.12.../  DE000SQ49648  /

Frankfurt Zert./SG
2024-05-23  12:07:21 PM Chg.-0.420 Bid12:28:16 PM Ask- Underlying Strike price Expiration date Option type
14.520EUR -2.81% 14.480
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 1,600.00 USD 2024-12-20 Call
 

Master data

WKN: SQ4964
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 1,600.00 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: 1.96
Leverage: Yes

Calculated values

Fair value: 14.67
Intrinsic value: 14.35
Implied volatility: 0.58
Historic volatility: 0.20
Parity: 14.35
Time value: 0.54
Break-even: 2,967.04
Moneyness: 1.97
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.38
Omega: 1.89
Rho: 7.62
 

Quote data

Open: 14.550
High: 14.560
Low: 14.430
Previous Close: 14.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month  
+12.56%
3 Months  
+38.15%
YTD  
+99.45%
1 Year  
+120.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.150 14.800
1M High / 1M Low: 15.790 12.900
6M High / 6M Low: 15.790 6.760
High (YTD): 2024-05-10 15.790
Low (YTD): 2024-01-05 6.850
52W High: 2024-05-10 15.790
52W Low: 2023-10-13 4.100
Avg. price 1W:   15.018
Avg. volume 1W:   0.000
Avg. price 1M:   15.028
Avg. volume 1M:   0.000
Avg. price 6M:   10.487
Avg. volume 6M:   0.000
Avg. price 1Y:   8.030
Avg. volume 1Y:   0.000
Volatility 1M:   51.26%
Volatility 6M:   47.30%
Volatility 1Y:   57.31%
Volatility 3Y:   -