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Soc. Generale Call 2300 CMG 20.09.../  DE000SV4JJW0  /

EUWAX
2024-05-22  8:54:19 AM Chg.- Bid8:15:42 AM Ask8:15:42 AM Underlying Strike price Expiration date Option type
8.09EUR - 8.06
Bid Size: 1,000		 -
Ask Size: -		 Chipotle Mexican Gri... 2,300.00 - 2024-09-20 Call
 

Master data

WKN: SV4JJW
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,300.00 -
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.47
Leverage: Yes

Calculated values

Fair value: 6.43
Intrinsic value: 6.13
Implied volatility: 0.76
Historic volatility: 0.20
Parity: 6.13
Time value: 2.26
Break-even: 3,139.00
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 0.26
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -1.71
Omega: 2.72
Rho: 4.75
 

Quote data

Open: 8.09
High: 8.09
Low: 8.09
Previous Close: 8.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.37%
1 Month  
+29.86%
3 Months  
+87.27%
YTD  
+219.76%
1 Year  
+200.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.49 7.86
1M High / 1M Low: 8.94 6.23
6M High / 6M Low: 8.94 2.15
High (YTD): 2024-05-13 8.94
Low (YTD): 2024-01-08 2.15
52W High: 2024-05-13 8.94
52W Low: 2023-10-13 1.00
Avg. price 1W:   8.14
Avg. volume 1W:   0.00
Avg. price 1M:   8.01
Avg. volume 1M:   0.00
Avg. price 6M:   4.71
Avg. volume 6M:   0.00
Avg. price 1Y:   3.26
Avg. volume 1Y:   0.00
Volatility 1M:   105.32%
Volatility 6M:   93.84%
Volatility 1Y:   98.70%
Volatility 3Y:   -