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

Frankfurt Zert./SG
6/24/2024  9:47:41 PM Chg.+0.130 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
1.270EUR +11.40% 1.290
Bid Size: 3,000		 1.300
Ask Size: 3,000		 Philip Morris Intern... 90.00 USD 9/20/2024 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: 9/20/2024
Issue date: 2/28/2023
Last trading day: 9/19/2024
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: 1.270
Low: 1.100
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.96%
1 Month  
+19.81%
3 Months  
+130.91%
YTD  
+47.67%
1 Year  
+2.42%
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): 6/6/2024 1.390
Low (YTD): 4/15/2024 0.450
52W High: 7/13/2023 1.430
52W Low: 4/15/2024 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:   -