Soc. Generale Call 85 PM 20.12.2024
/ DE000SU2TEL8
Soc. Generale Call 85 PM 20.12.20.../ DE000SU2TEL8 /
| 21/06/2024 09:40:59 |
Chg.+0.04 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+2.56% |
-
Bid Size: - |
-
Ask Size: - |
Philip Morris Intern... |
85.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2TEL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
1.40 |
| Time value: |
0.25 |
| Break-even: |
96.00 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.93 |
| Rho: |
0.32 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.23% |
| 1 Month |
|
|
+1.27% |
| 3 Months |
|
|
+55.34% |
| YTD |
|
|
+28.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.56 |
| 1M High / 1M Low: |
1.81 |
1.46 |
| 6M High / 6M Low: |
1.81 |
0.80 |
| High (YTD): |
07/06/2024 |
1.81 |
| Low (YTD): |
16/02/2024 |
0.80 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.45% |
| Volatility 6M: |
|
88.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
