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Soc. Generale Call 105 PM 17.01.2.../  DE000SV1KV60  /

EUWAX
20/06/2024  13:01:31 Chg.+0.020 Bid15:31:45 Ask15:31:45 Underlying Strike price Expiration date Option type
0.420EUR +5.00% 0.410
Bid Size: 7,400		 0.420
Ask Size: 7,400		 Philip Morris Intern... 105.00 USD 17/01/2025 Call
 

Master data

WKN: SV1KV6
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 17/01/2025
Issue date: 28/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.48
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.35
Time value: 0.46
Break-even: 102.30
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.48
Theta: -0.02
Omega: 9.91
Rho: 0.24
 

Quote data

Open: 0.430
High: 0.430
Low: 0.420
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+7.69%
3 Months  
+44.83%
YTD  
+10.53%
1 Year
  -28.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.560 0.360
6M High / 6M Low: 0.560 0.150
High (YTD): 07/06/2024 0.560
Low (YTD): 04/03/2024 0.150
52W High: 14/07/2023 0.760
52W Low: 04/03/2024 0.150
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.298
Avg. volume 6M:   0.000
Avg. price 1Y:   0.411
Avg. volume 1Y:   0.000
Volatility 1M:   128.68%
Volatility 6M:   151.80%
Volatility 1Y:   133.64%
Volatility 3Y:   -