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Soc. Generale Call 2500 CMG 21.06.../  DE000SV4UY96  /

EUWAX
2024-05-03  9:32:25 AM Chg.-0.06 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
5.63EUR -1.05% -
Bid Size: -		 -
Ask Size: -		 Chipotle Mexican Gri... 2,500.00 USD 2024-06-21 Call
 

Master data

WKN: SV4UY9
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,500.00 USD
Maturity: 2024-06-21
Issue date: 2023-04-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 6.21
Intrinsic value: 6.09
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 6.09
Time value: 0.18
Break-even: 2,950.09
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.57
Omega: 4.51
Rho: 2.89
 

Quote data

Open: 5.63
High: 5.63
Low: 5.63
Previous Close: 5.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.36%
1 Month  
+34.05%
3 Months  
+263.23%
YTD  
+416.51%
1 Year  
+256.33%
3 Years     -
5 Years     -
1W High / 1W Low: 6.25 5.63
1M High / 1M Low: 6.25 3.90
6M High / 6M Low: 6.25 0.75
High (YTD): 2024-04-30 6.25
Low (YTD): 2024-01-05 0.84
52W High: 2024-04-30 6.25
52W Low: 2023-09-27 0.33
Avg. price 1W:   5.93
Avg. volume 1W:   0.00
Avg. price 1M:   4.67
Avg. volume 1M:   0.00
Avg. price 6M:   2.30
Avg. volume 6M:   0.00
Avg. price 1Y:   1.61
Avg. volume 1Y:   0.00
Volatility 1M:   155.45%
Volatility 6M:   144.50%
Volatility 1Y:   144.68%
Volatility 3Y:   -