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

EUWAX
2024-05-27  9:35:42 AM Chg.-0.06 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
5.59EUR -1.06% -
Bid Size: -		 -
Ask Size: -		 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: 5.59
High: 5.59
Low: 5.59
Previous Close: 5.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.56%
1 Month  
+0.36%
3 Months  
+90.14%
YTD  
+265.36%
1 Year  
+183.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.25 5.65
1M High / 1M Low: 6.66 5.65
6M High / 6M Low: 6.66 1.29
High (YTD): 2024-05-10 6.66
Low (YTD): 2024-01-08 1.32
52W High: 2024-05-10 6.66
52W Low: 2023-10-13 0.69
Avg. price 1W:   5.88
Avg. volume 1W:   0.00
Avg. price 1M:   6.07
Avg. volume 1M:   0.00
Avg. price 6M:   3.26
Avg. volume 6M:   0.00
Avg. price 1Y:   2.24
Avg. volume 1Y:   0.00
Volatility 1M:   80.31%
Volatility 6M:   105.12%
Volatility 1Y:   106.01%
Volatility 3Y:   -