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

EUWAX
2024-06-17  8:29:45 AM Chg.+0.010 Bid1:22:15 PM Ask1:22:15 PM Underlying Strike price Expiration date Option type
0.780EUR +1.30% 0.790
Bid Size: 4,000		 0.830
Ask Size: 4,000		 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: 11.65
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.21
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 0.21
Time value: 0.61
Break-even: 101.63
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.66
Theta: -0.01
Omega: 7.63
Rho: 0.41
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month  
+5.41%
3 Months  
+65.96%
YTD  
+30.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.770
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:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   0.770
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   66.129
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.61%
Volatility 6M:   120.76%
Volatility 1Y:   -
Volatility 3Y:   -