Soc. Generale Call 2200 CMG 21.03.2025
/ DE000SW2X647
Soc. Generale Call 2200 CMG 21.03.../ DE000SW2X647 /
2024-05-27 5:29:49 PM |
Chg.-0.290 |
Bid5:46:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.950EUR |
-2.83% |
9.930 Bid Size: 1,000 |
- Ask Size: - |
Chipotle Mexican Gri... |
2,200.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SW2X64 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,200.00 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: |
2.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.42 |
Intrinsic value: |
8.77 |
Implied volatility: |
0.44 |
Historic volatility: |
0.20 |
Parity: |
8.77 |
Time value: |
1.41 |
Break-even: |
3,046.29 |
Moneyness: |
1.43 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.88 |
Theta: |
-0.54 |
Omega: |
2.52 |
Rho: |
12.63 |
Quote data
Open: |
9.840 |
High: |
9.950 |
Low: |
9.700 |
Previous Close: |
10.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.78% |
1 Month |
|
|
-7.70% |
3 Months |
|
|
+57.44% |
YTD |
|
|
+155.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.560 |
10.140 |
1M High / 1M Low: |
11.120 |
10.140 |
6M High / 6M Low: |
11.120 |
3.530 |
High (YTD): |
2024-05-10 |
11.120 |
Low (YTD): |
2024-01-05 |
3.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.338 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.577 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.627 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
30.96% |
Volatility 6M: |
|
65.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |