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Soc. Generale Call 2100 CMG 21.03.../  DE000SW2X639  /

Frankfurt Zert./SG
2024-05-23  9:44:46 PM Chg.-0.130 Bid9:51:42 PM Ask- Underlying Strike price Expiration date Option type
10.930EUR -1.18% 10.880
Bid Size: 20,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,100.00 USD 2025-03-21 Call
 

Master data

WKN: SW2X63
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,100.00 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: 2.64
Leverage: Yes

Calculated values

Fair value: 10.34
Intrinsic value: 9.73
Implied volatility: 0.46
Historic volatility: 0.20
Parity: 9.73
Time value: 1.32
Break-even: 3,044.93
Moneyness: 1.50
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.52
Omega: 2.36
Rho: 12.46
 

Quote data

Open: 10.750
High: 11.100
Low: 10.690
Previous Close: 11.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.55%
1 Month  
+18.68%
3 Months  
+54.16%
YTD  
+146.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.370 10.990
1M High / 1M Low: 11.910 9.210
6M High / 6M Low: 11.910 4.030
High (YTD): 2024-05-10 11.910
Low (YTD): 2024-01-05 4.060
52W High: - -
52W Low: - -
Avg. price 1W:   11.200
Avg. volume 1W:   0.000
Avg. price 1M:   11.194
Avg. volume 1M:   0.000
Avg. price 6M:   7.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.95%
Volatility 6M:   61.30%
Volatility 1Y:   -
Volatility 3Y:   -