Soc. Generale Call 80 4I1 21.06.2024
/ DE000SV2LTV1
Soc. Generale Call 80 4I1 21.06.2.../ DE000SV2LTV1 /
| 6/13/2024 9:39:21 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PHILIP MORRIS INTL I... |
80.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SV2LTV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PHILIP MORRIS INTL INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
3/24/2023 |
| Last trading day: |
6/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
6.70 |
| Historic volatility: |
0.15 |
| Parity: |
1.42 |
| Time value: |
0.63 |
| Break-even: |
100.50 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-5.36 |
| Omega: |
3.40 |
| Rho: |
0.00 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.15 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+12.43% |
| 3 Months |
|
|
+53.08% |
| YTD |
|
|
+38.19% |
| 1 Year |
|
|
+17.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.15 |
1.71 |
| 6M High / 6M Low: |
2.15 |
0.89 |
| High (YTD): |
6/12/2024 |
2.15 |
| Low (YTD): |
4/16/2024 |
0.89 |
| 52W High: |
6/12/2024 |
2.15 |
| 52W Low: |
4/16/2024 |
0.89 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.48 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.36% |
| Volatility 6M: |
|
95.81% |
| Volatility 1Y: |
|
86.27% |
| Volatility 3Y: |
|
- |
