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Soc. Generale Call 110 PM 21.03.2.../  DE000SW3PM05  /

Frankfurt Zert./SG
2024-06-19  9:40:55 PM Chg.+0.020 Bid2024-06-19 Ask2024-06-19 Underlying Strike price Expiration date Option type
0.380EUR +5.56% 0.380
Bid Size: 7,900		 0.400
Ask Size: 7,900		 Philip Morris Intern... 110.00 USD 2025-03-21 Call
 

Master data

WKN: SW3PM0
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 110.00 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: 24.81
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -0.82
Time value: 0.38
Break-even: 106.23
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.39
Theta: -0.01
Omega: 9.74
Rho: 0.25
 

Quote data

Open: 0.360
High: 0.380
Low: 0.350
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.52%
1 Month  
+5.56%
3 Months  
+52.00%
YTD  
+18.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.360
1M High / 1M Low: 0.490 0.330
6M High / 6M Low: 0.490 0.140
High (YTD): 2024-06-06 0.490
Low (YTD): 2024-03-01 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.271
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.05%
Volatility 6M:   144.41%
Volatility 1Y:   -
Volatility 3Y:   -