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Soc. Generale Call 80 PM 21.06.20.../  DE000SV2LTV1  /

EUWAX
5/27/2024  9:27:19 AM Chg.-0.02 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.76EUR -1.12% -
Bid Size: -		 -
Ask Size: -		 Philip Morris Intern... 80.00 USD 6/21/2024 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: 6/21/2024
Issue date: 3/24/2023
Last trading day: 6/20/2024
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: 1.76
High: 1.76
Low: 1.76
Previous Close: 1.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.12%
1 Month  
+19.73%
3 Months  
+81.44%
YTD  
+22.22%
1 Year  
+23.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.94 1.77
1M High / 1M Low: 1.94 1.37
6M High / 6M Low: 1.94 0.89
High (YTD): 5/23/2024 1.94
Low (YTD): 4/16/2024 0.89
52W High: 7/13/2023 2.06
52W Low: 4/16/2024 0.89
Avg. price 1W:   1.82
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.30
Avg. volume 6M:   0.00
Avg. price 1Y:   1.45
Avg. volume 1Y:   0.00
Volatility 1M:   58.26%
Volatility 6M:   97.12%
Volatility 1Y:   86.95%
Volatility 3Y:   -