Soc. Generale Call 80 PM 21.06.2024
/ DE000SV2LTV1
Soc. Generale Call 80 PM 21.06.20.../ DE000SV2LTV1 /
27/05/2024 16:51:20 |
Chg.-0.120 |
Bid27/05/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.750EUR |
-6.42% |
1.750 Bid Size: 2,000 |
- Ask Size: - |
Philip Morris Intern... |
80.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
SV2LTV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Philip Morris International Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
24/03/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.84 |
Implied volatility: |
0.38 |
Historic volatility: |
0.15 |
Parity: |
1.84 |
Time value: |
0.02 |
Break-even: |
92.36 |
Moneyness: |
1.25 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
4.90 |
Rho: |
0.05 |
Quote data
Open: |
1.780 |
High: |
1.780 |
Low: |
1.730 |
Previous Close: |
1.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.37% |
1 Month |
|
|
+19.05% |
3 Months |
|
|
+75.00% |
YTD |
|
|
+21.53% |
1 Year |
|
|
+22.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.960 |
1.830 |
1M High / 1M Low: |
1.960 |
1.490 |
6M High / 6M Low: |
1.960 |
0.930 |
High (YTD): |
22/05/2024 |
1.960 |
Low (YTD): |
15/04/2024 |
0.930 |
52W High: |
13/07/2023 |
2.030 |
52W Low: |
15/04/2024 |
0.930 |
Avg. price 1W: |
|
1.886 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.788 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.338 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.470 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
68.87% |
Volatility 6M: |
|
99.65% |
Volatility 1Y: |
|
86.46% |
Volatility 3Y: |
|
- |