OverviewChartNewsTraderScreen

Soc. Generale Call 90 PM 17.01.20.../  DE000SQ862L1  /

EUWAX
2024-06-14  8:57:20 AM Chg.-0.04 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.27EUR -3.05% -
Bid Size: -		 -
Ask Size: -		 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: 1.27
High: 1.27
Low: 1.27
Previous Close: 1.31
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.01%
1 Month  
+4.10%
3 Months  
+54.88%
YTD  
+30.93%
1 Year  
+5.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.27
1M High / 1M Low: 1.46 1.06
6M High / 6M Low: 1.46 0.56
High (YTD): 2024-06-07 1.46
Low (YTD): 2024-03-04 0.56
52W High: 2023-07-14 1.49
52W Low: 2024-03-04 0.56
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   1.02
Avg. volume 1Y:   0.00
Volatility 1M:   90.26%
Volatility 6M:   105.86%
Volatility 1Y:   93.19%
Volatility 3Y:   -