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Soc. Generale Call 2700 CMG 20.12.../  DE000SV6L719  /

Frankfurt Zert./SG
2024-05-27  11:06:21 AM Chg.-0.260 Bid11:30:55 AM Ask11:30:55 AM Underlying Strike price Expiration date Option type
5.630EUR -4.41% 5.630
Bid Size: 1,000		 5.940
Ask Size: 1,000		 Chipotle Mexican Gri... 2,700.00 USD 2024-12-20 Call
 

Master data

WKN: SV6L71
Issuer: Société Générale
Currency: EUR
Underlying: Chipotle Mexican Grill Inc
Type: Warrant
Option type: Call
Strike price: 2,700.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-22
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.94
Leverage: Yes

Calculated values

Fair value: 4.94
Intrinsic value: 4.16
Implied volatility: 0.37
Historic volatility: 0.20
Parity: 4.16
Time value: 1.72
Break-even: 3,077.27
Moneyness: 1.17
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.05
Spread %: 0.86%
Delta: 0.78
Theta: -0.76
Omega: 3.85
Rho: 9.51
 

Quote data

Open: 5.660
High: 5.660
Low: 5.590
Previous Close: 5.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.60%
1 Month
  -13.38%
3 Months  
+91.50%
YTD  
+265.58%
1 Year  
+185.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.160 5.780
1M High / 1M Low: 6.700 5.780
6M High / 6M Low: 6.700 1.290
High (YTD): 2024-05-10 6.700
Low (YTD): 2024-01-08 1.320
52W High: 2024-05-10 6.700
52W Low: 2023-10-13 0.690
Avg. price 1W:   5.972
Avg. volume 1W:   0.000
Avg. price 1M:   6.223
Avg. volume 1M:   0.000
Avg. price 6M:   3.343
Avg. volume 6M:   0.000
Avg. price 1Y:   2.279
Avg. volume 1Y:   0.000
Volatility 1M:   48.06%
Volatility 6M:   101.42%
Volatility 1Y:   105.99%
Volatility 3Y:   -