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

Frankfurt Zert./SG
2024-06-14  9:51:39 PM Chg.+0.020 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
1.210EUR +1.68% 1.230
Bid Size: 3,000		 1.240
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: 7.70
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.14
Implied volatility: 0.17
Historic volatility: 0.15
Parity: 1.14
Time value: 0.10
Break-even: 96.47
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.81%
Delta: 0.94
Theta: -0.01
Omega: 7.28
Rho: 0.21
 

Quote data

Open: 1.150
High: 1.230
Low: 1.110
Previous Close: 1.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.03%
1 Month  
+6.14%
3 Months  
+72.86%
YTD  
+40.70%
1 Year  
+9.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.370 1.190
1M High / 1M Low: 1.390 0.990
6M High / 6M Low: 1.390 0.450
High (YTD): 2024-06-06 1.390
Low (YTD): 2024-04-15 0.450
52W High: 2023-07-13 1.430
52W Low: 2024-04-15 0.450
Avg. price 1W:   1.274
Avg. volume 1W:   0.000
Avg. price 1M:   1.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   0.000
Avg. price 1Y:   0.917
Avg. volume 1Y:   0.000
Volatility 1M:   94.56%
Volatility 6M:   128.27%
Volatility 1Y:   108.67%
Volatility 3Y:   -