OverviewChartNewsTraderScreen

Soc. Generale Call 110 PM 20.06.2.../  DE000SU2YQ39  /

Frankfurt Zert./SG
21/06/2024  19:14:48 Chg.-0.010 Bid19:43:46 Ask19:43:46 Underlying Strike price Expiration date Option type
0.480EUR -2.04% 0.480
Bid Size: 125,000		 0.490
Ask Size: 125,000		 Philip Morris Intern... 110.00 USD 20/06/2025 Call
 

Master data

WKN: SU2YQ3
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.91
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.82
Time value: 0.50
Break-even: 107.75
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.43
Theta: -0.01
Omega: 8.20
Rho: 0.36
 

Quote data

Open: 0.490
High: 0.500
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month     0.00%
3 Months  
+60.00%
YTD  
+20.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.620 0.440
6M High / 6M Low: 0.620 0.190
High (YTD): 06/06/2024 0.620
Low (YTD): 01/03/2024 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.65%
Volatility 6M:   125.00%
Volatility 1Y:   -
Volatility 3Y:   -