Soc. Generale Call 80 PM 21.03.2025
/ DE000SW320S7
Soc. Generale Call 80 PM 21.03.20.../ DE000SW320S7 /
| 2024-06-24 9:23:33 AM |
Chg.-0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-0.49% |
-
Bid Size: - |
-
Ask Size: - |
Philip Morris Intern... |
80.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW320S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
1.86 |
| Time value: |
0.25 |
| Break-even: |
95.95 |
| Moneyness: |
1.25 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
4.14 |
| Rho: |
0.49 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.30% |
| 1 Month |
|
|
+6.22% |
| 3 Months |
|
|
+43.36% |
| YTD |
|
|
+25.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
2.01 |
| 1M High / 1M Low: |
2.26 |
1.90 |
| 6M High / 6M Low: |
2.26 |
1.14 |
| High (YTD): |
2024-06-12 |
2.26 |
| Low (YTD): |
2024-02-09 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.85% |
| Volatility 6M: |
|
70.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
