Soc. Generale Call 110 PM 20.09.2024
/ DE000SV1KV37
Soc. Generale Call 110 PM 20.09.2.../ DE000SV1KV37 /
17/05/2024 08:10:26 |
Chg.+0.010 |
Bid19:36:40 |
Ask19:36:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+8.33% |
0.120 Bid Size: 200,000 |
0.130 Ask Size: 200,000 |
Philip Morris Intern... |
110.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SV1KV3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
28/02/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
66.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.15 |
Parity: |
-0.86 |
Time value: |
0.14 |
Break-even: |
102.62 |
Moneyness: |
0.92 |
Premium: |
0.11 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
7.69% |
Delta: |
0.25 |
Theta: |
-0.01 |
Omega: |
16.73 |
Rho: |
0.08 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+195.45% |
3 Months |
|
|
+182.61% |
YTD |
|
|
-23.53% |
1 Year |
|
|
-65.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.110 |
1M High / 1M Low: |
0.140 |
0.044 |
6M High / 6M Low: |
0.200 |
0.033 |
High (YTD): |
04/01/2024 |
0.200 |
Low (YTD): |
04/03/2024 |
0.033 |
52W High: |
14/07/2023 |
0.480 |
52W Low: |
04/03/2024 |
0.033 |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.099 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.207 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
324.07% |
Volatility 6M: |
|
235.13% |
Volatility 1Y: |
|
186.96% |
Volatility 3Y: |
|
- |