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Soc. Generale Call 2200 CMG 20.06.../  DE000SW3V9T3  /

EUWAX
2024-05-27  9:24:41 AM Chg.-0.06 Bid11:00:44 AM Ask11:00:39 AM Underlying Strike price Expiration date Option type
10.27EUR -0.58% 10.34
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,200.00 USD 2025-06-20 Call
 

Master data

WKN: SW3V9T
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,200.00 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: 2.72
Leverage: Yes

Calculated values

Fair value: 9.63
Intrinsic value: 8.77
Implied volatility: 0.44
Historic volatility: 0.20
Parity: 8.77
Time value: 1.92
Break-even: 3,097.29
Moneyness: 1.43
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 0.47%
Delta: 0.87
Theta: -0.52
Omega: 2.35
Rho: 15.42
 

Quote data

Open: 10.27
High: 10.27
Low: 10.27
Previous Close: 10.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.61%
1 Month
  -0.10%
3 Months  
+51.03%
YTD  
+138.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.88 10.33
1M High / 1M Low: 11.33 10.33
6M High / 6M Low: 11.33 3.93
High (YTD): 2024-05-13 11.33
Low (YTD): 2024-01-05 3.96
52W High: - -
52W Low: - -
Avg. price 1W:   10.56
Avg. volume 1W:   0.00
Avg. price 1M:   10.73
Avg. volume 1M:   0.00
Avg. price 6M:   6.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.30%
Volatility 6M:   63.39%
Volatility 1Y:   -
Volatility 3Y:   -