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

Frankfurt Zert./SG
25/06/2024  17:22:26 Chg.+0.020 Bid18:10:16 Ask18:10:16 Underlying Strike price Expiration date Option type
1.550EUR +1.31% 1.540
Bid Size: 90,000		 1.550
Ask Size: 90,000		 Philip Morris Intern... 90.00 USD 20/06/2025 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: 20/06/2025
Issue date: 29/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.08
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 1.11
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 1.11
Time value: 0.45
Break-even: 99.46
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.65%
Delta: 0.84
Theta: -0.01
Omega: 5.08
Rho: 0.63
 

Quote data

Open: 1.530
High: 1.550
Low: 1.510
Previous Close: 1.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.71%
1 Month  
+14.81%
3 Months  
+80.23%
YTD  
+39.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.400
1M High / 1M Low: 1.630 1.300
6M High / 6M Low: 1.630 0.730
High (YTD): 11/06/2024 1.630
Low (YTD): 01/03/2024 0.730
52W High: - -
52W Low: - -
Avg. price 1W:   1.440
Avg. volume 1W:   0.000
Avg. price 1M:   1.479
Avg. volume 1M:   0.000
Avg. price 6M:   1.086
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.88%
Volatility 6M:   86.95%
Volatility 1Y:   -
Volatility 3Y:   -