Soc. Generale Call 90 PM 20.09.2024
/ DE000SV1KV29
Soc. Generale Call 90 PM 20.09.20.../ DE000SV1KV29 /
24/06/2024 20:36:29 |
Chg.+0.110 |
Bid24/06/2024 |
Ask24/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.250EUR |
+9.65% |
1.250 Bid Size: 80,000 |
1.260 Ask Size: 80,000 |
Philip Morris Intern... |
90.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
28/02/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.29 |
Historic volatility: |
0.15 |
Parity: |
0.93 |
Time value: |
0.22 |
Break-even: |
95.71 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.88% |
Delta: |
0.81 |
Theta: |
-0.03 |
Omega: |
6.57 |
Rho: |
0.15 |
Quote data
Open: |
1.100 |
High: |
1.250 |
Low: |
1.100 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.31% |
1 Month |
|
|
+17.92% |
3 Months |
|
|
+127.27% |
YTD |
|
|
+45.35% |
1 Year |
|
|
+0.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.210 |
1.110 |
1M High / 1M Low: |
1.390 |
0.990 |
6M High / 6M Low: |
1.390 |
0.450 |
High (YTD): |
06/06/2024 |
1.390 |
Low (YTD): |
15/04/2024 |
0.450 |
52W High: |
13/07/2023 |
1.430 |
52W Low: |
15/04/2024 |
0.450 |
Avg. price 1W: |
|
1.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.800 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.916 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
89.87% |
Volatility 6M: |
|
129.46% |
Volatility 1Y: |
|
108.89% |
Volatility 3Y: |
|
- |