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Soc. Generale Call 90 PM 20.06.20.../  DE000SU2YW31  /

Frankfurt Zert./SG
2024-06-21  7:04:58 PM Chg.-0.030 Bid7:42:16 PM Ask7:42:16 PM Underlying Strike price Expiration date Option type
1.400EUR -2.10% 1.410
Bid Size: 90,000		 1.420
Ask Size: 90,000		 Philip Morris Intern... 90.00 USD 2025-06-20 Call
 

Master data

WKN: SU2YW3
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.56
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 1.05
Implied volatility: 0.15
Historic volatility: 0.15
Parity: 1.05
Time value: 0.39
Break-even: 98.47
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.87
Theta: -0.01
Omega: 5.71
Rho: 0.68
 

Quote data

Open: 1.420
High: 1.440
Low: 1.360
Previous Close: 1.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month     0.00%
3 Months  
+52.17%
YTD  
+26.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.480 1.400
1M High / 1M Low: 1.630 1.300
6M High / 6M Low: 1.630 0.730
High (YTD): 2024-06-11 1.630
Low (YTD): 2024-03-01 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   1.444
Avg. volume 1W:   0.000
Avg. price 1M:   1.462
Avg. volume 1M:   0.000
Avg. price 6M:   1.080
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.58%
Volatility 6M:   85.41%
Volatility 1Y:   -
Volatility 3Y:   -