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Soc. Generale Call 2400 CMG 21.03.../  DE000SW2X662  /

Frankfurt Zert./SG
2024-05-27  10:00:52 AM Chg.-0.370 Bid10:12:21 AM Ask10:12:21 AM Underlying Strike price Expiration date Option type
8.350EUR -4.24% 8.350
Bid Size: 1,000		 8.880
Ask Size: 1,000		 Chipotle Mexican Gri... 2,400.00 USD 2025-03-21 Call
 

Master data

WKN: SW2X66
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,400.00 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: 3.33
Leverage: Yes

Calculated values

Fair value: 7.70
Intrinsic value: 6.93
Implied volatility: 0.42
Historic volatility: 0.20
Parity: 6.93
Time value: 1.80
Break-even: 3,085.69
Moneyness: 1.31
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 0.81%
Delta: 0.84
Theta: -0.61
Omega: 2.79
Rho: 12.78
 

Quote data

Open: 8.420
High: 8.420
Low: 8.350
Previous Close: 8.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.33%
1 Month
  -9.73%
3 Months  
+63.73%
YTD  
+180.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.010 8.590
1M High / 1M Low: 9.570 8.590
6M High / 6M Low: 9.570 2.670
High (YTD): 2024-05-10 9.570
Low (YTD): 2024-01-05 2.680
52W High: - -
52W Low: - -
Avg. price 1W:   8.804
Avg. volume 1W:   0.000
Avg. price 1M:   9.051
Avg. volume 1M:   0.000
Avg. price 6M:   5.428
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   34.13%
Volatility 6M:   75.35%
Volatility 1Y:   -
Volatility 3Y:   -