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

EUWAX
2024-05-03  8:48:22 AM Chg.-0.09 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
7.89EUR -1.13% -
Bid Size: -		 -
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: 3.43
Leverage: Yes

Calculated values

Fair value: 6.68
Intrinsic value: 6.32
Implied volatility: 0.71
Historic volatility: 0.20
Parity: 6.32
Time value: 2.24
Break-even: 3,156.00
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -1.48
Omega: 2.71
Rho: 5.57
 

Quote data

Open: 7.89
High: 7.89
Low: 7.89
Previous Close: 7.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.38%
1 Month  
+24.64%
3 Months  
+139.82%
YTD  
+211.86%
1 Year  
+208.20%
3 Years     -
5 Years     -
1W High / 1W Low: 8.53 7.89
1M High / 1M Low: 8.53 6.04
6M High / 6M Low: 8.53 1.84
High (YTD): 2024-04-29 8.53
Low (YTD): 2024-01-08 2.15
52W High: 2024-04-29 8.53
52W Low: 2023-10-13 1.00
Avg. price 1W:   8.23
Avg. volume 1W:   0.00
Avg. price 1M:   6.90
Avg. volume 1M:   0.00
Avg. price 6M:   4.05
Avg. volume 6M:   0.00
Avg. price 1Y:   2.97
Avg. volume 1Y:   0.00
Volatility 1M:   103.20%
Volatility 6M:   92.93%
Volatility 1Y:   98.58%
Volatility 3Y:   -