Soc. Generale Call 90 PM 17.01.2025
/ DE000SQ862L1
Soc. Generale Call 90 PM 17.01.20.../ DE000SQ862L1 /
| 2024-06-14 9:35:13 PM |
Chg.+0.020 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+1.54% |
1.340
Bid Size: 3,000 |
1.350
Ask Size: 3,000 |
Philip Morris Intern... |
90.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ862L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.15 |
| Parity: |
1.14 |
| Time value: |
0.21 |
| Break-even: |
97.57 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
6.57 |
| Rho: |
0.44 |
Quote data
| Open: |
1.270 |
| High: |
1.340 |
| Low: |
1.230 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.59% |
| 1 Month |
|
|
+5.60% |
| 3 Months |
|
|
+55.29% |
| YTD |
|
|
+36.08% |
| 1 Year |
|
|
+11.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.300 |
| 1M High / 1M Low: |
1.490 |
1.120 |
| 6M High / 6M Low: |
1.490 |
0.590 |
| High (YTD): |
2024-06-06 |
1.490 |
| Low (YTD): |
2024-03-01 |
0.590 |
| 52W High: |
2023-07-13 |
1.520 |
| 52W Low: |
2024-03-01 |
0.590 |
| Avg. price 1W: |
|
1.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.030 |
| Avg. volume 1Y: |
|
270.424 |
| Volatility 1M: |
|
81.75% |
| Volatility 6M: |
|
106.12% |
| Volatility 1Y: |
|
93.28% |
| Volatility 3Y: |
|
- |
