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Soc. Generale Call 80 PM 20.12.20.../  DE000SV6HNZ4  /

EUWAX
25/06/2024  08:43:39 Chg.+0.15 Bid15:10:05 Ask15:10:05 Underlying Strike price Expiration date Option type
2.14EUR +7.54% 2.12
Bid Size: 3,000		 -
Ask Size: -		 Philip Morris Intern... 80.00 USD 20/12/2024 Call
 

Master data

WKN: SV6HNZ
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 20/12/2024
Issue date: 18/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.31
Leverage: Yes

Calculated values

Fair value: 2.17
Intrinsic value: 2.04
Implied volatility: 0.23
Historic volatility: 0.15
Parity: 2.04
Time value: 0.16
Break-even: 96.54
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.01
Omega: 4.11
Rho: 0.33
 

Quote data

Open: 2.14
High: 2.14
Low: 2.14
Previous Close: 1.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.39%
1 Month  
+14.44%
3 Months  
+69.84%
YTD  
+35.44%
1 Year  
+12.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.05 1.98
1M High / 1M Low: 2.21 1.74
6M High / 6M Low: 2.21 1.08
High (YTD): 12/06/2024 2.21
Low (YTD): 04/03/2024 1.08
52W High: 12/06/2024 2.21
52W Low: 04/03/2024 1.08
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.55
Avg. volume 6M:   0.00
Avg. price 1Y:   1.64
Avg. volume 1Y:   0.00
Volatility 1M:   63.81%
Volatility 6M:   75.63%
Volatility 1Y:   68.77%
Volatility 3Y:   -