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Soc. Generale Call 2000 CMG 21.03.../  DE000SW2X621  /

EUWAX
2024-05-23  10:22:54 AM Chg.-0.05 Bid9:49:42 PM Ask9:49:42 PM Underlying Strike price Expiration date Option type
11.50EUR -0.43% 11.69
Bid Size: 20,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,000.00 USD 2025-03-21 Call
 

Master data

WKN: SW2X62
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,000.00 USD
Maturity: 2025-03-21
Issue date: 2023-08-31
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 11.23
Intrinsic value: 10.65
Implied volatility: 0.47
Historic volatility: 0.20
Parity: 10.65
Time value: 1.20
Break-even: 3,032.55
Moneyness: 1.58
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.49
Omega: 2.24
Rho: 12.15
 

Quote data

Open: 11.45
High: 11.50
Low: 11.45
Previous Close: 11.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.61%
1 Month  
+20.04%
3 Months  
+54.99%
YTD  
+131.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.02 11.33
1M High / 1M Low: 12.45 9.58
6M High / 6M Low: 12.45 4.58
High (YTD): 2024-05-13 12.45
Low (YTD): 2024-01-05 4.58
52W High: - -
52W Low: - -
Avg. price 1W:   11.62
Avg. volume 1W:   0.00
Avg. price 1M:   11.52
Avg. volume 1M:   0.00
Avg. price 6M:   7.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.03%
Volatility 6M:   66.54%
Volatility 1Y:   -
Volatility 3Y:   -