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

Frankfurt Zert./SG
5/21/2024  9:54:02 AM Chg.-0.020 Bid5/21/2024 Ask5/21/2024 Underlying Strike price Expiration date Option type
1.020EUR -1.92% 1.020
Bid Size: 3,000		 1.090
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: 8.73
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.88
Implied volatility: 0.18
Historic volatility: 0.15
Parity: 0.88
Time value: 0.17
Break-even: 93.37
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.96%
Delta: 0.87
Theta: -0.02
Omega: 7.64
Rho: 0.23
 

Quote data

Open: 1.020
High: 1.020
Low: 1.020
Previous Close: 1.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+37.84%
3 Months  
+96.15%
YTD  
+18.60%
1 Year
  -7.27%
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): 5/16/2024 1.140
Low (YTD): 4/15/2024 0.450
52W High: 7/13/2023 1.430
52W Low: 4/15/2024 0.450
Avg. price 1W:   1.088
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:   -