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Soc. Generale Call 100 PM 21.03.2.../  DE000SW3PMZ5  /

EUWAX
2024-06-20  1:53:12 PM Chg.+0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.750EUR +1.35% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 100.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PMZ
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-03-21
Issue date: 2023-09-19
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.12
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.12
Time value: 0.68
Break-even: 101.05
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.63
Theta: -0.02
Omega: 7.38
Rho: 0.38
 

Quote data

Open: 0.770
High: 0.770
Low: 0.750
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.60%
1 Month  
+10.29%
3 Months  
+59.57%
YTD  
+25.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.740
1M High / 1M Low: 0.910 0.650
6M High / 6M Low: 0.910 0.290
High (YTD): 2024-06-07 0.910
Low (YTD): 2024-03-04 0.290
52W High: - -
52W Low: - -
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.773
Avg. volume 1M:   0.000
Avg. price 6M:   0.529
Avg. volume 6M:   65.600
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.98%
Volatility 6M:   119.91%
Volatility 1Y:   -
Volatility 3Y:   -