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Soc. Generale Call 90 PM 20.09.20.../  DE000SV1KV29  /

Frankfurt Zert./SG
2024-05-20  9:36:18 PM Chg.-0.040 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
1.040EUR -3.70% 1.040
Bid Size: 3,000		 1.050
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 2024-09-20 Call
 

Master data

WKN: SV1KV2
Issuer: Société Générale
Currency: EUR
Underlying: Philip Morris International Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-28
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.58
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.90
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.90
Time value: 0.17
Break-even: 93.48
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.94%
Delta: 0.88
Theta: -0.02
Omega: 7.54
Rho: 0.24
 

Quote data

Open: 1.040
High: 1.090
Low: 1.030
Previous Close: 1.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month  
+40.54%
3 Months  
+100.00%
YTD  
+20.93%
1 Year
  -5.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.040
1M High / 1M Low: 1.140 0.730
6M High / 6M Low: 1.140 0.450
High (YTD): 2024-05-16 1.140
Low (YTD): 2024-04-15 0.450
52W High: 2023-07-13 1.430
52W Low: 2024-04-15 0.450
Avg. price 1W:   1.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.961
Avg. volume 1M:   0.000
Avg. price 6M:   0.731
Avg. volume 6M:   0.000
Avg. price 1Y:   0.901
Avg. volume 1Y:   0.000
Volatility 1M:   163.05%
Volatility 6M:   128.13%
Volatility 1Y:   108.59%
Volatility 3Y:   -