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Soc. Generale Call 120 PM 20.06.2.../  DE000SU2YW56  /

EUWAX
2024-09-23  8:26:12 AM Chg.+0.020 Bid2024-09-23 Ask2024-09-23 Underlying Strike price Expiration date Option type
0.820EUR +2.50% 0.820
Bid Size: 4,000		 0.910
Ask Size: 4,000		 Philip Morris Intern... 120.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YW5
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.44
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.07
Implied volatility: 0.19
Historic volatility: 0.15
Parity: 0.07
Time value: 0.80
Break-even: 116.20
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.61
Theta: -0.02
Omega: 7.58
Rho: 0.43
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.70%
1 Month
  -8.89%
3 Months  
+203.70%
YTD  
+256.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 0.800
1M High / 1M Low: 1.310 0.800
6M High / 6M Low: 1.310 0.110
High (YTD): 2024-09-10 1.310
Low (YTD): 2024-03-04 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   1.002
Avg. volume 1W:   0.000
Avg. price 1M:   1.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.90%
Volatility 6M:   152.92%
Volatility 1Y:   -
Volatility 3Y:   -