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Soc. Generale Call 2000 CMG 20.06.../  DE000SW3V9R7  /

EUWAX
2024-05-27  9:24:41 AM Chg.-0.07 Bid12:32:51 PM Ask12:32:51 PM Underlying Strike price Expiration date Option type
11.71EUR -0.59% 11.81
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,000.00 USD 2025-06-20 Call
 

Master data

WKN: SW3V9R
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2025-06-20
Issue date: 2023-09-22
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.39
Leverage: Yes

Calculated values

Fair value: 11.36
Intrinsic value: 10.62
Implied volatility: 0.46
Historic volatility: 0.20
Parity: 10.62
Time value: 1.54
Break-even: 3,059.90
Moneyness: 1.58
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.46
Omega: 2.15
Rho: 14.91
 

Quote data

Open: 11.71
High: 11.71
Low: 11.71
Previous Close: 11.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.03%
1 Month  
+0.95%
3 Months  
+44.75%
YTD  
+118.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.33 11.78
1M High / 1M Low: 12.81 11.78
6M High / 6M Low: 12.81 4.95
High (YTD): 2024-05-13 12.81
Low (YTD): 2024-01-05 4.98
52W High: - -
52W Low: - -
Avg. price 1W:   12.01
Avg. volume 1W:   0.00
Avg. price 1M:   12.18
Avg. volume 1M:   0.00
Avg. price 6M:   8.19
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.83%
Volatility 6M:   56.96%
Volatility 1Y:   -
Volatility 3Y:   -